First Trust Small Cap Core AlphaDEX Fund (FYX)

132.87 +0.86 (+0.65%) USD  |  NASDAQ  |  May 22, 16:00
132.80 -0.07 (-0.05%) After-Hours: 20:00
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FYX Max Drawdown (5Y) : 27.91% for April 30, 2026

Max Drawdown (5Y) Chart

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Sep '18
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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 RAFI US 1500 Small-Mid ETF 26.58%
iShares Russell 2000 Value ETF 26.70%
Invesco Dorsey Wright SmallCap Momentum ETF 33.83%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.078
Beta (5Y) 1.076
Alpha (vs YCharts Benchmark) (5Y) 3.078
Beta (vs YCharts Benchmark) (5Y) 0.9896
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.81%
Historical Sharpe Ratio (5Y) 0.2692
Historical Sortino (5Y) 0.4947
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.87%