First Trust Small Cap Core AlphaDEX® ETF (FYX)
80.59
-1.04 (-1.27%)
USD |
NASDAQ |
May 24, 16:00
80.70
+0.11 (+0.14%)
After-Hours: 20:00
FYX Max Drawdown (5Y): 48.82% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 48.82% |
| March 31, 2022 | 48.82% |
| February 28, 2022 | 48.82% |
| January 31, 2022 | 48.82% |
| December 31, 2021 | 48.82% |
| November 30, 2021 | 48.82% |
| October 31, 2021 | 48.82% |
| September 30, 2021 | 48.82% |
| August 31, 2021 | 48.82% |
| July 31, 2021 | 48.82% |
| June 30, 2021 | 48.82% |
| May 31, 2021 | 48.82% |
| April 30, 2021 | 48.82% |
| March 31, 2021 | 48.82% |
| February 28, 2021 | 48.82% |
| January 31, 2021 | 48.82% |
| December 31, 2020 | 48.82% |
| November 30, 2020 | 48.82% |
| October 31, 2020 | 48.82% |
| September 30, 2020 | 48.82% |
| August 31, 2020 | 48.82% |
| July 31, 2020 | 48.82% |
| June 30, 2020 | 48.82% |
| May 31, 2020 | 48.82% |
| April 30, 2020 | 48.82% |
| Date | Value |
|---|---|
| March 31, 2020 | 48.82% |
| February 29, 2020 | 27.12% |
| January 31, 2020 | 27.12% |
| December 31, 2019 | 27.12% |
| November 30, 2019 | 27.12% |
| October 31, 2019 | 27.12% |
| September 30, 2019 | 27.12% |
| August 31, 2019 | 27.12% |
| July 31, 2019 | 27.12% |
| June 30, 2019 | 27.12% |
| May 31, 2019 | 27.12% |
| April 30, 2019 | 27.12% |
| March 31, 2019 | 27.12% |
| February 28, 2019 | 27.12% |
| January 31, 2019 | 27.12% |
| December 31, 2018 | 27.12% |
| November 30, 2018 | 25.45% |
| October 31, 2018 | 25.45% |
| September 30, 2018 | 25.45% |
| August 31, 2018 | 25.45% |
| July 31, 2018 | 25.45% |
| June 30, 2018 | 25.45% |
| May 31, 2018 | 25.45% |
| April 30, 2018 | 25.45% |
| March 31, 2018 | 25.45% |
Max Drawdown Definition
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).
Max Drawdown (5Y) Range, Past 5 Years
25.45%
Minimum
May 2017
48.82%
Maximum
Mar 2020
35.99%
Average
27.12%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.576 |
| Beta (5Y) | 1.285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.39% |
| Historical Sharpe Ratio (5Y) | 0.4527 |
| Historical Sortino (5Y) | 0.4941 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.54% |