First Trust NASDAQ® Cln Edge® GrnEngyETF (QCLN)
32.72
-0.35
(-1.06%)
USD |
NASDAQ |
Nov 15, 16:00
32.72
0.00 (0.00%)
After-Hours: 18:20
QCLN Max Drawdown (5Y): 65.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.09% |
| September 30, 2024 | 65.09% |
| August 31, 2024 | 65.09% |
| July 31, 2024 | 65.09% |
| June 30, 2024 | 65.09% |
| May 31, 2024 | 65.09% |
| April 30, 2024 | 65.09% |
| March 31, 2024 | 62.68% |
| February 29, 2024 | 62.30% |
| January 31, 2024 | 62.30% |
| December 31, 2023 | 62.30% |
| November 30, 2023 | 62.30% |
| October 31, 2023 | 62.06% |
| September 30, 2023 | 51.70% |
| August 31, 2023 | 50.39% |
| July 31, 2023 | 50.39% |
| June 30, 2023 | 50.39% |
| May 31, 2023 | 50.39% |
| April 30, 2023 | 49.37% |
| March 31, 2023 | 48.18% |
| February 28, 2023 | 48.18% |
| January 31, 2023 | 48.18% |
| December 31, 2022 | 48.00% |
| November 30, 2022 | 47.73% |
| October 31, 2022 | 47.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.73% |
| August 31, 2022 | 47.73% |
| July 31, 2022 | 47.73% |
| June 30, 2022 | 47.73% |
| May 31, 2022 | 47.73% |
| April 30, 2022 | 45.03% |
| March 31, 2022 | 45.03% |
| February 28, 2022 | 45.03% |
| January 31, 2022 | 45.03% |
| December 31, 2021 | 45.03% |
| November 30, 2021 | 45.03% |
| October 31, 2021 | 45.03% |
| September 30, 2021 | 45.03% |
| August 31, 2021 | 45.03% |
| July 31, 2021 | 45.03% |
| June 30, 2021 | 45.03% |
| May 31, 2021 | 45.03% |
| April 30, 2021 | 45.03% |
| March 31, 2021 | 45.03% |
| February 28, 2021 | 45.03% |
| January 31, 2021 | 45.03% |
| December 31, 2020 | 45.03% |
| November 30, 2020 | 45.03% |
| October 31, 2020 | 45.03% |
| September 30, 2020 | 45.03% |
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
40.10%
Minimum
Nov 2019
65.09%
Maximum
Apr 2024
49.84%
Average
46.38%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.717 |
| Beta (5Y) | 1.610 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.30 |
| Beta (vs YCharts Benchmark) (5Y) | 1.561 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.95% |
| Historical Sharpe Ratio (5Y) | 0.1523 |
| Historical Sortino (5Y) | 0.2725 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.51% |