First Trust Small Cap Core AlphaDEX Fund (FYX)

116.44 -0.16 (-0.13%) USD  |  NASDAQ  |  Mar 13, 16:00
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FYX Max Drawdown (5Y) : 27.91% for Feb. 28, 2026

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Russell 2000 ETF 31.91%
iShares Russell 2500 ETF 28.24%
Invesco Russell 2000 Dynamic Multifactor ETF 29.23%
Invesco RAFI US 1500 Small-Mid ETF 26.58%
iShares Russell 2000 Value ETF 26.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.932
Beta (5Y) 1.074
Alpha (vs YCharts Benchmark) (5Y) 3.003
Beta (vs YCharts Benchmark) (5Y) 1.003
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.39%
Historical Sharpe Ratio (5Y) 0.2434
Historical Sortino (5Y) 0.4342
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.87%