First Trust Multi-Asset Diversified Income Idx Fd (MDIV)
16.36
-0.08
(-0.49%)
USD |
NASDAQ |
Sep 18, 16:00
16.39
+0.03
(+0.18%)
After-Hours: 20:00
MDIV Max Drawdown (5Y) : 13.01% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 13.01% |
| July 31, 2026 | 13.01% |
| June 30, 2026 | 13.01% |
| May 31, 2026 | 13.01% |
| April 30, 2026 | 13.01% |
| March 31, 2026 | 13.01% |
| February 28, 2026 | 13.01% |
| January 31, 2026 | 14.71% |
| December 31, 2025 | 16.80% |
| November 30, 2025 | 17.58% |
| October 31, 2025 | 24.41% |
| September 30, 2025 | 25.46% |
| August 31, 2025 | 27.01% |
| July 31, 2025 | 27.01% |
| June 30, 2025 | 27.81% |
| May 31, 2025 | 27.81% |
| April 30, 2025 | 32.96% |
| March 31, 2025 | 41.99% |
| February 28, 2025 | 48.50% |
| January 31, 2025 | 48.50% |
| December 31, 2024 | 48.50% |
| November 30, 2024 | 48.50% |
| October 31, 2024 | 48.50% |
| September 30, 2024 | 48.50% |
| August 31, 2024 | 48.50% |
| Date | Value |
|---|---|
| July 31, 2024 | 48.50% |
| June 30, 2024 | 48.50% |
| May 31, 2024 | 48.50% |
| April 30, 2024 | 48.50% |
| March 31, 2024 | 48.50% |
| February 29, 2024 | 48.50% |
| January 31, 2024 | 48.50% |
| December 31, 2023 | 48.50% |
| November 30, 2023 | 48.50% |
| October 31, 2023 | 48.50% |
| September 30, 2023 | 48.50% |
| August 31, 2023 | 48.50% |
| July 31, 2023 | 48.50% |
| June 30, 2023 | 48.50% |
| May 31, 2023 | 48.50% |
| April 30, 2023 | 48.50% |
| March 31, 2023 | 48.50% |
| February 28, 2023 | 48.50% |
| January 31, 2023 | 48.50% |
| December 31, 2022 | 48.50% |
| November 30, 2022 | 48.50% |
| October 31, 2022 | 48.50% |
| September 30, 2022 | 48.50% |
| August 31, 2022 | 48.50% |
| July 31, 2022 | 48.50% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.828 |
| Beta (5Y) | 0.5417 |
| Alpha (vs YCharts Benchmark) (5Y) | 5.103 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.61% |
| Historical Sharpe Ratio (5Y) | 0.2908 |
| Historical Sortino (5Y) | 0.3941 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.76% |