First Trust NASDAQ® ABA Community Bk ETF (QABA)
60.83
-0.40
(-0.65%)
USD |
NASDAQ |
Nov 14, 16:00
60.87
+0.04
(+0.07%)
After-Hours: 20:00
QABA Max Drawdown (5Y): 49.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.30% |
| September 30, 2024 | 49.30% |
| August 31, 2024 | 49.30% |
| July 31, 2024 | 49.30% |
| June 30, 2024 | 49.30% |
| May 31, 2024 | 49.30% |
| April 30, 2024 | 49.30% |
| March 31, 2024 | 49.30% |
| February 29, 2024 | 49.30% |
| January 31, 2024 | 49.30% |
| December 31, 2023 | 49.30% |
| November 30, 2023 | 49.30% |
| October 31, 2023 | 49.30% |
| September 30, 2023 | 49.30% |
| August 31, 2023 | 49.30% |
| July 31, 2023 | 49.30% |
| June 30, 2023 | 49.30% |
| May 31, 2023 | 49.30% |
| April 30, 2023 | 49.30% |
| March 31, 2023 | 49.30% |
| February 28, 2023 | 49.30% |
| January 31, 2023 | 49.30% |
| December 31, 2022 | 49.30% |
| November 30, 2022 | 49.30% |
| October 31, 2022 | 49.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.30% |
| August 31, 2022 | 49.30% |
| July 31, 2022 | 49.30% |
| June 30, 2022 | 49.30% |
| May 31, 2022 | 49.30% |
| April 30, 2022 | 49.30% |
| March 31, 2022 | 49.30% |
| February 28, 2022 | 49.30% |
| January 31, 2022 | 49.30% |
| December 31, 2021 | 49.30% |
| November 30, 2021 | 49.30% |
| October 31, 2021 | 49.30% |
| September 30, 2021 | 49.30% |
| August 31, 2021 | 49.30% |
| July 31, 2021 | 49.30% |
| June 30, 2021 | 49.30% |
| May 31, 2021 | 49.30% |
| April 30, 2021 | 49.30% |
| March 31, 2021 | 49.30% |
| February 28, 2021 | 49.30% |
| January 31, 2021 | 49.30% |
| December 31, 2020 | 49.30% |
| November 30, 2020 | 49.30% |
| October 31, 2020 | 49.30% |
| September 30, 2020 | 49.30% |
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
28.66%
Minimum
Nov 2019
49.30%
Maximum
Mar 2020
47.93%
Average
49.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco KBW High Dividend Yld Fincl ETF | 58.56% |
| SPDR® S&P Bank ETF | 53.11% |
| SPDR® S&P Regional Banking ETF | 54.98% |
| Invesco S&P SmallCap Financials ETF | 45.39% |
| Invesco KBW Regional Banking ETF | 52.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.911 |
| Beta (5Y) | 0.9457 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.029 |
| Beta (vs YCharts Benchmark) (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.60% |
| Historical Sharpe Ratio (5Y) | 0.0705 |
| Historical Sortino (5Y) | 0.1031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |