First Trust Nasdaq Clean Edge GreenEyETF (QCLN.TO)
14.92
+0.24
(+1.63%)
CAD |
TSX |
May 02, 16:00
QCLN.TO Max Drawdown (5Y): 60.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.10% |
| March 31, 2024 | 57.83% |
| February 29, 2024 | 57.07% |
| January 31, 2024 | 57.07% |
| December 31, 2023 | 57.07% |
| November 30, 2023 | 57.07% |
| October 31, 2023 | 56.25% |
| September 30, 2023 | 45.58% |
| August 31, 2023 | 43.79% |
| July 31, 2023 | 43.79% |
| June 30, 2023 | 43.79% |
| May 31, 2023 | 43.79% |
| April 30, 2023 | 43.50% |
| March 31, 2023 | 43.50% |
| February 28, 2023 | 43.50% |
| January 31, 2023 | 43.50% |
| December 31, 2022 | 43.50% |
| November 30, 2022 | 43.50% |
| October 31, 2022 | 43.50% |
| September 30, 2022 | 43.50% |
| August 31, 2022 | 43.50% |
| July 31, 2022 | 43.50% |
| June 30, 2022 | 43.50% |
| May 31, 2022 | 43.50% |
| April 30, 2022 | 42.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.89% |
| February 28, 2022 | 42.89% |
| January 31, 2022 | 42.89% |
| December 31, 2021 | 42.89% |
| November 30, 2021 | 42.89% |
| October 31, 2021 | 42.89% |
| September 30, 2021 | 42.89% |
| August 31, 2021 | 42.89% |
| July 31, 2021 | 42.89% |
| June 30, 2021 | 42.89% |
| May 31, 2021 | 42.89% |
| April 30, 2021 | 42.89% |
| March 31, 2021 | 42.89% |
| February 28, 2021 | 42.89% |
| January 31, 2021 | 42.89% |
| December 31, 2020 | 42.89% |
| November 30, 2020 | 42.89% |
| October 31, 2020 | 42.89% |
| September 30, 2020 | 42.89% |
| August 31, 2020 | 42.89% |
| July 31, 2020 | 42.89% |
| June 30, 2020 | 42.89% |
| May 31, 2020 | 42.89% |
| April 30, 2020 | 42.89% |
| March 31, 2020 | 42.89% |
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
18.36%
Minimum
May 2019
60.10%
Maximum
Apr 2024
40.73%
Average
42.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.62 |
| Beta (5Y) | 1.174 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.22 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.10% |
| Historical Sharpe Ratio (5Y) | -0.3999 |
| Historical Sortino (5Y) | -0.6067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.44% |