First Trust NASDAQ® ABA Community Bk ETF (QABA)
55.99
-0.49 (-0.87%)
USD |
Apr 22, 16:59
QABA Max Drawdown (5Y): 49.30% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2020 | 49.30% |
July 31, 2020 | 49.30% |
June 30, 2020 | 49.30% |
May 31, 2020 | 49.30% |
April 30, 2020 | 49.30% |
March 31, 2020 | 49.30% |
February 29, 2020 | 28.66% |
January 31, 2020 | 28.66% |
December 31, 2019 | 28.66% |
November 30, 2019 | 28.66% |
October 31, 2019 | 28.66% |
September 30, 2019 | 28.66% |
August 31, 2019 | 28.66% |
July 31, 2019 | 28.66% |
June 30, 2019 | 28.66% |
May 31, 2019 | 28.66% |
April 30, 2019 | 28.66% |
March 31, 2019 | 28.66% |
Date | Value |
---|---|
February 28, 2019 | 28.66% |
January 31, 2019 | 28.66% |
December 31, 2018 | 28.66% |
November 30, 2018 | 22.48% |
October 31, 2018 | 22.48% |
September 30, 2018 | 22.48% |
August 31, 2018 | 22.48% |
July 31, 2018 | 22.48% |
June 30, 2018 | 22.48% |
May 31, 2018 | 22.48% |
April 30, 2018 | 22.48% |
March 31, 2018 | 22.48% |
February 28, 2018 | 22.48% |
January 31, 2018 | 22.48% |
December 31, 2017 | 22.48% |
November 30, 2017 | 22.48% |
October 31, 2017 | 22.48% |
September 30, 2017 | 22.48% |
August 31, 2017 | 22.48% |
July 31, 2017 | 22.48% |
June 30, 2017 | 22.48% |
May 31, 2017 | 22.48% |
April 30, 2017 | 22.48% |
March 31, 2017 | 22.48% |
February 28, 2017 | 22.48% |
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
22.48%
Minimum
Dec 2016
49.30%
Maximum
Mar 2020
30.94%
Average
28.66%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.229 |
Beta (5Y) | 1.174 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.22% |
Historical Sharpe Ratio (5Y) | 0.4905 |
Historical Sortino (5Y) | 0.6184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |