First Trust S-Network Glb E-Com ETF (ISHP)
29.12
+0.62
(+2.19%)
USD |
NASDAQ |
Apr 23, 16:00
ISHP Max Drawdown (5Y): 47.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.58% |
| February 29, 2024 | 47.58% |
| January 31, 2024 | 47.58% |
| December 31, 2023 | 47.58% |
| November 30, 2023 | 47.58% |
| October 31, 2023 | 47.58% |
| September 30, 2023 | 47.58% |
| August 31, 2023 | 47.58% |
| July 31, 2023 | 47.58% |
| June 30, 2023 | 47.58% |
| May 31, 2023 | 47.58% |
| April 30, 2023 | 47.58% |
| March 31, 2023 | 47.58% |
| February 28, 2023 | 47.58% |
| January 31, 2023 | 47.58% |
| December 31, 2022 | 47.58% |
| November 30, 2022 | 47.58% |
| October 31, 2022 | 47.20% |
| September 30, 2022 | 44.27% |
| August 31, 2022 | 42.02% |
| July 31, 2022 | 42.02% |
| June 30, 2022 | 42.02% |
| May 31, 2022 | 40.73% |
| April 30, 2022 | 33.11% |
| March 31, 2022 | 33.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.11% |
| January 31, 2022 | 33.11% |
| December 31, 2021 | 33.11% |
| November 30, 2021 | 33.11% |
| October 31, 2021 | 33.11% |
| September 30, 2021 | 33.11% |
| August 31, 2021 | 33.11% |
| July 31, 2021 | 33.11% |
| June 30, 2021 | 33.11% |
| May 31, 2021 | 33.11% |
| April 30, 2021 | 33.11% |
| March 31, 2021 | 33.11% |
| February 28, 2021 | 33.11% |
| January 31, 2021 | 33.11% |
| December 31, 2020 | 33.11% |
| November 30, 2020 | 33.11% |
| October 31, 2020 | 33.11% |
| September 30, 2020 | 33.11% |
| August 31, 2020 | 33.11% |
| July 31, 2020 | 33.11% |
| June 30, 2020 | 33.11% |
| May 31, 2020 | 33.11% |
| April 30, 2020 | 33.11% |
| March 31, 2020 | 33.11% |
| February 29, 2020 | 21.02% |
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
21.02%
Minimum
Apr 2019
47.58%
Maximum
Nov 2022
35.99%
Average
33.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.258 |
| Beta (5Y) | 1.132 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.832 |
| Beta (vs YCharts Benchmark) (5Y) | 1.109 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.98% |
| Historical Sharpe Ratio (5Y) | 0.2062 |
| Historical Sortino (5Y) | 0.2592 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.87% |