First Trust IndXX NextG ETF (NXTG)
75.45
+0.21
(+0.28%)
USD |
NASDAQ |
Apr 25, 16:00
NXTG Max Drawdown (5Y): 33.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.62% |
February 29, 2024 | 33.62% |
January 31, 2024 | 33.62% |
December 31, 2023 | 33.62% |
November 30, 2023 | 33.62% |
October 31, 2023 | 33.62% |
September 30, 2023 | 33.62% |
August 31, 2023 | 33.62% |
July 31, 2023 | 33.62% |
June 30, 2023 | 33.62% |
May 31, 2023 | 33.62% |
April 30, 2023 | 33.62% |
March 31, 2023 | 33.62% |
February 28, 2023 | 33.62% |
January 31, 2023 | 33.62% |
December 31, 2022 | 33.62% |
November 30, 2022 | 33.62% |
October 31, 2022 | 33.62% |
September 30, 2022 | 31.94% |
August 31, 2022 | 29.87% |
July 31, 2022 | 29.87% |
June 30, 2022 | 29.87% |
May 31, 2022 | 29.87% |
April 30, 2022 | 29.87% |
March 31, 2022 | 29.87% |
Date | Value |
---|---|
February 28, 2022 | 29.87% |
January 31, 2022 | 29.87% |
December 31, 2021 | 29.87% |
November 30, 2021 | 29.87% |
October 31, 2021 | 29.87% |
September 30, 2021 | 29.87% |
August 31, 2021 | 29.87% |
July 31, 2021 | 29.87% |
June 30, 2021 | 29.87% |
May 31, 2021 | 29.87% |
April 30, 2021 | 29.87% |
March 31, 2021 | 29.87% |
February 28, 2021 | 29.87% |
January 31, 2021 | 29.87% |
December 31, 2020 | 29.87% |
November 30, 2020 | 29.87% |
October 31, 2020 | 29.87% |
September 30, 2020 | 29.87% |
August 31, 2020 | 29.87% |
July 31, 2020 | 29.87% |
June 30, 2020 | 29.87% |
May 31, 2020 | 29.87% |
April 30, 2020 | 29.87% |
March 31, 2020 | 29.87% |
February 29, 2020 | 23.64% |
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
23.64%
Minimum
Apr 2019
33.62%
Maximum
Oct 2022
29.89%
Average
29.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9785 |
Beta (5Y) | 0.9051 |
Alpha (vs YCharts Benchmark) (5Y) | -5.905 |
Beta (vs YCharts Benchmark) (5Y) | 0.6982 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.00% |
Historical Sharpe Ratio (5Y) | 0.5316 |
Historical Sortino (5Y) | 0.6669 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.99% |