First Trust S-Network E-Commerce ETF (ISHP)
34.64
+0.53
(+1.55%)
USD |
NASDAQ |
Oct 09, 16:00
ISHP Max Drawdown (5Y) : 47.58% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 47.58% |
| August 31, 2026 | 47.58% |
| July 31, 2026 | 47.58% |
| June 30, 2026 | 47.58% |
| May 31, 2026 | 47.58% |
| April 30, 2026 | 47.58% |
| March 31, 2026 | 47.58% |
| February 28, 2026 | 47.58% |
| January 31, 2026 | 47.58% |
| December 31, 2025 | 47.58% |
| November 30, 2025 | 47.58% |
| October 31, 2025 | 47.58% |
| September 30, 2025 | 47.58% |
| August 31, 2025 | 47.58% |
| July 31, 2025 | 47.58% |
| June 30, 2025 | 47.58% |
| May 31, 2025 | 47.58% |
| April 30, 2025 | 47.58% |
| March 31, 2025 | 47.58% |
| February 28, 2025 | 47.58% |
| January 31, 2025 | 47.58% |
| December 31, 2024 | 47.58% |
| November 30, 2024 | 47.58% |
| October 31, 2024 | 47.58% |
| September 30, 2024 | 47.58% |
| Date | Value |
|---|---|
| August 31, 2024 | 47.58% |
| July 31, 2024 | 47.58% |
| June 30, 2024 | 47.58% |
| May 31, 2024 | 47.58% |
| April 30, 2024 | 47.58% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Invesco MSCI Sustainable Future ETF | 51.73% |
| iShares MSCI Kokusai ETF | 25.82% |
| iShares MSCI World ETF | 26.04% |
| iShares Low Carbon Optimized MSCI ACWI ETF | 27.02% |
| iShares MSCI ACWI ETF | 26.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.05 |
| Beta (5Y) | 1.104 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.23 |
| Beta (vs YCharts Benchmark) (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.18% |
| Historical Sharpe Ratio (5Y) | -0.1338 |
| Historical Sortino (5Y) | -0.2138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |