First Trust Indxx NextG ETF (NXTG.TO)
10.18
0.00 (0.00%)
CAD |
TSX |
Mar 28, 16:00
NXTG.TO Max Drawdown (5Y): 80.25% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 80.25% |
January 31, 2024 | 80.25% |
December 31, 2023 | 80.25% |
November 30, 2023 | 80.25% |
October 31, 2023 | 80.25% |
September 30, 2023 | 80.25% |
August 31, 2023 | 80.25% |
July 31, 2023 | 80.25% |
June 30, 2023 | 80.25% |
May 31, 2023 | 80.25% |
April 30, 2023 | 80.25% |
March 31, 2023 | 80.25% |
February 28, 2023 | 80.25% |
January 31, 2023 | 80.25% |
December 31, 2022 | 80.25% |
November 30, 2022 | 80.25% |
October 31, 2022 | 80.25% |
September 30, 2022 | 80.25% |
August 31, 2022 | 80.25% |
July 31, 2022 | 80.25% |
June 30, 2022 | 80.25% |
May 31, 2022 | 80.25% |
April 30, 2022 | 80.25% |
March 31, 2022 | 80.25% |
February 28, 2022 | 80.25% |
Date | Value |
---|---|
January 31, 2022 | 80.25% |
December 31, 2021 | 80.25% |
November 30, 2021 | 80.25% |
October 31, 2021 | 80.25% |
September 30, 2021 | 80.25% |
August 31, 2021 | 80.25% |
July 31, 2021 | 80.25% |
June 30, 2021 | 80.25% |
May 31, 2021 | 80.25% |
April 30, 2021 | 80.25% |
March 31, 2021 | 80.25% |
February 28, 2021 | 80.25% |
January 31, 2021 | 80.25% |
December 31, 2020 | 80.25% |
November 30, 2020 | 80.25% |
October 31, 2020 | 80.25% |
September 30, 2020 | 80.25% |
August 31, 2020 | 80.25% |
July 31, 2020 | 80.25% |
June 30, 2020 | 80.25% |
May 31, 2020 | 80.25% |
April 30, 2020 | 80.25% |
March 31, 2020 | 80.25% |
February 29, 2020 | 61.10% |
January 31, 2020 | 58.00% |
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
49.25%
Minimum
Mar 2019
80.25%
Maximum
Mar 2020
75.23%
Average
80.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.19 |
Beta (5Y) | 2.022 |
Alpha (vs YCharts Benchmark) (5Y) | -24.29 |
Beta (vs YCharts Benchmark) (5Y) | 1.551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.00% |
Historical Sharpe Ratio (5Y) | 0.1298 |
Historical Sortino (5Y) | 0.1579 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |