First Trust NASDAQ-100 Equal Wtd ETF (QQEW)
116.26
+1.21
(+1.05%)
USD |
NASDAQ |
Apr 22, 16:00
116.22
-0.04
(-0.03%)
After-Hours: 20:00
QQEW Max Drawdown (5Y): 32.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 32.13% |
| February 29, 2024 | 32.13% |
| January 31, 2024 | 32.13% |
| December 31, 2023 | 32.13% |
| November 30, 2023 | 32.13% |
| October 31, 2023 | 32.13% |
| September 30, 2023 | 32.13% |
| August 31, 2023 | 32.13% |
| July 31, 2023 | 32.13% |
| June 30, 2023 | 32.13% |
| May 31, 2023 | 32.13% |
| April 30, 2023 | 32.13% |
| March 31, 2023 | 32.13% |
| February 28, 2023 | 32.13% |
| January 31, 2023 | 32.13% |
| December 31, 2022 | 32.13% |
| November 30, 2022 | 32.13% |
| October 31, 2022 | 32.13% |
| September 30, 2022 | 30.80% |
| August 31, 2022 | 30.80% |
| July 31, 2022 | 30.80% |
| June 30, 2022 | 30.80% |
| May 31, 2022 | 30.80% |
| April 30, 2022 | 30.80% |
| March 31, 2022 | 30.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.80% |
| January 31, 2022 | 30.80% |
| December 31, 2021 | 30.80% |
| November 30, 2021 | 30.80% |
| October 31, 2021 | 30.80% |
| September 30, 2021 | 30.80% |
| August 31, 2021 | 30.80% |
| July 31, 2021 | 30.80% |
| June 30, 2021 | 30.80% |
| May 31, 2021 | 30.80% |
| April 30, 2021 | 30.80% |
| March 31, 2021 | 30.80% |
| February 28, 2021 | 30.80% |
| January 31, 2021 | 30.80% |
| December 31, 2020 | 30.80% |
| November 30, 2020 | 30.80% |
| October 31, 2020 | 30.80% |
| September 30, 2020 | 30.80% |
| August 31, 2020 | 30.80% |
| July 31, 2020 | 30.80% |
| June 30, 2020 | 30.80% |
| May 31, 2020 | 30.80% |
| April 30, 2020 | 30.80% |
| March 31, 2020 | 30.80% |
| February 29, 2020 | 20.12% |
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
20.12%
Minimum
Apr 2019
32.13%
Maximum
Oct 2022
29.24%
Average
30.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.965 |
| Beta (5Y) | 1.044 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.703 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.31% |
| Historical Sharpe Ratio (5Y) | 0.5941 |
| Historical Sortino (5Y) | 0.7764 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |