First Trust S-Network Glb E-Com ETF (ISHP)
26.71
-0.40 (-1.48%)
USD |
NASDAQ |
Aug 17, 16:00
26.70
-0.01 (-0.04%)
After-Hours: 20:00
ISHP Max Drawdown (5Y): 42.02% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
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
33.11%
Minimum
Oct 2020
42.02%
Maximum
Jun 2022
34.27%
Average
33.11%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.270 |
| Beta (5Y) | 1.010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.51% |
| Historical Sharpe Ratio (5Y) | 0.3468 |
| Historical Sortino (5Y) | 0.3975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.30% |