First Trust Indxx Invtv Tnsctn&Prcs ETF (LEGR)
43.53
+0.45
(+1.04%)
USD |
NASDAQ |
May 09, 16:00
LEGR Max Drawdown (5Y): 36.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.12% |
March 31, 2024 | 36.12% |
February 29, 2024 | 36.12% |
January 31, 2024 | 36.12% |
December 31, 2023 | 36.12% |
November 30, 2023 | 36.12% |
October 31, 2023 | 36.12% |
September 30, 2023 | 36.12% |
August 31, 2023 | 36.12% |
July 31, 2023 | 36.12% |
June 30, 2023 | 36.12% |
May 31, 2023 | 36.12% |
April 30, 2023 | 36.12% |
March 31, 2023 | 36.12% |
February 28, 2023 | 36.12% |
January 31, 2023 | 36.12% |
December 31, 2022 | 36.12% |
November 30, 2022 | 36.12% |
October 31, 2022 | 36.12% |
September 30, 2022 | 36.12% |
August 31, 2022 | 36.12% |
July 31, 2022 | 36.12% |
June 30, 2022 | 36.12% |
May 31, 2022 | 36.12% |
April 30, 2022 | 36.12% |
Date | Value |
---|---|
March 31, 2022 | 36.12% |
February 28, 2022 | 36.12% |
January 31, 2022 | 36.12% |
December 31, 2021 | 36.12% |
November 30, 2021 | 36.12% |
October 31, 2021 | 36.12% |
September 30, 2021 | 36.12% |
August 31, 2021 | 36.12% |
July 31, 2021 | 36.12% |
June 30, 2021 | 36.12% |
May 31, 2021 | 36.12% |
April 30, 2021 | 36.12% |
March 31, 2021 | 36.12% |
February 28, 2021 | 36.12% |
January 31, 2021 | 36.12% |
December 31, 2020 | 36.12% |
November 30, 2020 | 36.12% |
October 31, 2020 | 36.12% |
September 30, 2020 | 36.12% |
August 31, 2020 | 36.12% |
July 31, 2020 | 36.12% |
June 30, 2020 | 36.12% |
May 31, 2020 | 36.12% |
April 30, 2020 | 36.12% |
March 31, 2020 | 36.12% |
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
19.98%
Minimum
May 2019
36.12%
Maximum
Mar 2020
33.43%
Average
36.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.068 |
Beta (5Y) | 1.047 |
Alpha (vs YCharts Benchmark) (5Y) | -4.004 |
Beta (vs YCharts Benchmark) (5Y) | 0.9584 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.25% |
Historical Sharpe Ratio (5Y) | 0.3296 |
Historical Sortino (5Y) | 0.3682 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.42% |