First Trust NASDAQ-100 ex-Tech Sect ETF (QQXT)
86.70
+0.60
(+0.70%)
USD |
NASDAQ |
Apr 23, 11:39
QQXT Max Drawdown (5Y): 30.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.40% |
February 29, 2024 | 30.40% |
January 31, 2024 | 30.40% |
December 31, 2023 | 30.40% |
November 30, 2023 | 30.40% |
October 31, 2023 | 30.40% |
September 30, 2023 | 30.40% |
August 31, 2023 | 30.40% |
July 31, 2023 | 30.40% |
June 30, 2023 | 30.40% |
May 31, 2023 | 30.40% |
April 30, 2023 | 30.40% |
March 31, 2023 | 30.40% |
February 28, 2023 | 30.40% |
January 31, 2023 | 30.40% |
December 31, 2022 | 30.40% |
November 30, 2022 | 30.40% |
October 31, 2022 | 30.40% |
September 30, 2022 | 30.40% |
August 31, 2022 | 30.40% |
July 31, 2022 | 30.40% |
June 30, 2022 | 30.40% |
May 31, 2022 | 30.40% |
April 30, 2022 | 30.40% |
March 31, 2022 | 30.40% |
Date | Value |
---|---|
February 28, 2022 | 30.40% |
January 31, 2022 | 30.40% |
December 31, 2021 | 30.40% |
November 30, 2021 | 30.40% |
October 31, 2021 | 30.40% |
September 30, 2021 | 30.40% |
August 31, 2021 | 30.40% |
July 31, 2021 | 30.40% |
June 30, 2021 | 30.40% |
May 31, 2021 | 30.40% |
April 30, 2021 | 30.40% |
March 31, 2021 | 30.40% |
February 28, 2021 | 30.40% |
January 31, 2021 | 30.40% |
December 31, 2020 | 30.40% |
November 30, 2020 | 30.40% |
October 31, 2020 | 30.40% |
September 30, 2020 | 30.40% |
August 31, 2020 | 30.40% |
July 31, 2020 | 30.40% |
June 30, 2020 | 30.40% |
May 31, 2020 | 30.40% |
April 30, 2020 | 30.40% |
March 31, 2020 | 30.40% |
February 29, 2020 | 19.96% |
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
19.96%
Minimum
Apr 2019
30.40%
Maximum
Mar 2020
28.49%
Average
30.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.173 |
Beta (5Y) | 0.9555 |
Alpha (vs YCharts Benchmark) (5Y) | -3.285 |
Beta (vs YCharts Benchmark) (5Y) | 0.8222 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.19% |
Historical Sharpe Ratio (5Y) | 0.5368 |
Historical Sortino (5Y) | 0.6926 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.15% |