First Trust Long Duration Opp ETF (LGOV)
20.61
+0.18
(+0.88%)
USD |
NYSEARCA |
May 03, 13:46
LGOV Max Drawdown (5Y): 30.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 30.38% |
| March 31, 2024 | 30.38% |
| February 29, 2024 | 30.38% |
| January 31, 2024 | 30.38% |
| December 31, 2023 | 30.38% |
| November 30, 2023 | 30.38% |
| October 31, 2023 | 30.38% |
| September 30, 2023 | 27.26% |
| August 31, 2023 | 26.72% |
| July 31, 2023 | 26.72% |
| June 30, 2023 | 26.72% |
| May 31, 2023 | 26.72% |
| April 30, 2023 | 26.72% |
| March 31, 2023 | 26.72% |
| February 28, 2023 | 26.72% |
| January 31, 2023 | 26.72% |
| December 31, 2022 | 26.72% |
| November 30, 2022 | 26.72% |
| October 31, 2022 | 26.72% |
| September 30, 2022 | 23.36% |
| August 31, 2022 | 20.27% |
| July 31, 2022 | 20.27% |
| June 30, 2022 | 20.27% |
| May 31, 2022 | 18.07% |
| April 30, 2022 | 16.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 12.39% |
| February 28, 2022 | 11.02% |
| January 31, 2022 | 11.02% |
| December 31, 2021 | 11.02% |
| November 30, 2021 | 11.02% |
| October 31, 2021 | 11.02% |
| September 30, 2021 | 11.02% |
| August 31, 2021 | 11.02% |
| July 31, 2021 | 11.02% |
| June 30, 2021 | 11.02% |
| May 31, 2021 | 11.02% |
| April 30, 2021 | 11.02% |
| March 31, 2021 | 11.02% |
| February 28, 2021 | 11.02% |
| January 31, 2021 | 11.02% |
| December 31, 2020 | 11.02% |
| November 30, 2020 | 11.02% |
| October 31, 2020 | 11.02% |
| September 30, 2020 | 11.02% |
| August 31, 2020 | 11.02% |
| July 31, 2020 | 11.02% |
| June 30, 2020 | 11.02% |
| May 31, 2020 | 11.02% |
| April 30, 2020 | 11.02% |
| March 31, 2020 | 11.02% |
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
1.68%
Minimum
May 2019
30.38%
Maximum
Oct 2023
16.03%
Average
11.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5007 |
| Beta (5Y) | 1.471 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5007 |
| Beta (vs YCharts Benchmark) (5Y) | 1.471 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.78% |
| Historical Sharpe Ratio (5Y) | -0.3828 |
| Historical Sortino (5Y) | -0.6624 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.68% |