First Trust Dorsey Wright Intl Foc 5 (IFV)
16.54
-0.08 (-0.47%)
USD |
NASDAQ |
Mar 23, 16:00
16.75
+0.21 (+1.27%)
After-Hours: 20:00
IFV Max Drawdown (5Y): 48.88% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 48.88% |
| January 31, 2023 | 48.88% |
| December 31, 2022 | 48.88% |
| November 30, 2022 | 48.88% |
| October 31, 2022 | 48.88% |
| September 30, 2022 | 48.88% |
| August 31, 2022 | 48.88% |
| July 31, 2022 | 48.88% |
| June 30, 2022 | 48.88% |
| May 31, 2022 | 48.88% |
| April 30, 2022 | 48.88% |
| March 31, 2022 | 48.88% |
| February 28, 2022 | 48.88% |
| January 31, 2022 | 48.88% |
| December 31, 2021 | 48.88% |
| November 30, 2021 | 48.88% |
| October 31, 2021 | 48.88% |
| September 30, 2021 | 48.88% |
| August 31, 2021 | 48.88% |
| July 31, 2021 | 48.88% |
| June 30, 2021 | 48.88% |
| May 31, 2021 | 48.88% |
| April 30, 2021 | 48.88% |
| March 31, 2021 | 48.88% |
| February 28, 2021 | 48.88% |
| Date | Value |
|---|---|
| January 31, 2021 | 48.88% |
| December 31, 2020 | 48.88% |
| November 30, 2020 | 48.88% |
| October 31, 2020 | 48.88% |
| September 30, 2020 | 48.88% |
| August 31, 2020 | 48.88% |
| July 31, 2020 | 48.88% |
| June 30, 2020 | 48.88% |
| May 31, 2020 | 48.88% |
| April 30, 2020 | 48.88% |
| March 31, 2020 | 48.88% |
| February 29, 2020 | 29.21% |
| January 31, 2020 | 29.21% |
| December 31, 2019 | 29.21% |
| November 30, 2019 | 29.21% |
| October 31, 2019 | 29.21% |
| September 30, 2019 | 29.21% |
| August 31, 2019 | 29.21% |
| July 31, 2019 | 29.21% |
| June 30, 2019 | 29.21% |
| May 31, 2019 | 29.21% |
| April 30, 2019 | 29.21% |
| March 31, 2019 | 29.21% |
| February 28, 2019 | 29.21% |
| January 31, 2019 | 29.21% |
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
28.10%
Minimum
Mar 2018
48.88%
Maximum
Mar 2020
40.85%
Average
48.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.029 |
| Beta (5Y) | 1.148 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.586 |
| Beta (vs YCharts Benchmark) (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.52% |
| Historical Sharpe Ratio (5Y) | -0.1005 |
| Historical Sortino (5Y) | -0.1115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.74% |