First Trust NASDAQ-100-Tech Sector ETF (QTEC)
125.05
-1.36 (-1.08%)
USD |
NASDAQ |
Mar 24, 16:00
125.13
+0.08 (+0.06%)
After-Hours: 20:00
QTEC Max Drawdown (5Y): 45.54% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 45.54% |
| January 31, 2023 | 45.54% |
| December 31, 2022 | 45.54% |
| November 30, 2022 | 45.54% |
| October 31, 2022 | 45.54% |
| September 30, 2022 | 41.83% |
| August 31, 2022 | 38.49% |
| July 31, 2022 | 38.49% |
| June 30, 2022 | 38.49% |
| May 31, 2022 | 35.24% |
| April 30, 2022 | 32.30% |
| March 31, 2022 | 32.30% |
| February 28, 2022 | 32.30% |
| January 31, 2022 | 32.30% |
| December 31, 2021 | 32.30% |
| November 30, 2021 | 32.30% |
| October 31, 2021 | 32.30% |
| September 30, 2021 | 32.30% |
| August 31, 2021 | 32.30% |
| July 31, 2021 | 32.30% |
| June 30, 2021 | 32.30% |
| May 31, 2021 | 32.30% |
| April 30, 2021 | 32.30% |
| March 31, 2021 | 32.30% |
| February 28, 2021 | 32.30% |
| Date | Value |
|---|---|
| January 31, 2021 | 32.30% |
| December 31, 2020 | 32.30% |
| November 30, 2020 | 32.30% |
| October 31, 2020 | 32.30% |
| September 30, 2020 | 32.30% |
| August 31, 2020 | 32.30% |
| July 31, 2020 | 32.30% |
| June 30, 2020 | 32.30% |
| May 31, 2020 | 32.30% |
| April 30, 2020 | 32.30% |
| March 31, 2020 | 32.30% |
| February 29, 2020 | 22.69% |
| January 31, 2020 | 22.69% |
| December 31, 2019 | 22.69% |
| November 30, 2019 | 22.69% |
| October 31, 2019 | 22.69% |
| September 30, 2019 | 22.69% |
| August 31, 2019 | 22.69% |
| July 31, 2019 | 22.69% |
| June 30, 2019 | 22.69% |
| May 31, 2019 | 22.69% |
| April 30, 2019 | 22.69% |
| March 31, 2019 | 22.69% |
| February 28, 2019 | 22.69% |
| January 31, 2019 | 22.69% |
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
19.67%
Minimum
Mar 2018
45.54%
Maximum
Oct 2022
29.62%
Average
32.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.879 |
| Beta (5Y) | 1.193 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.998 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9932 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.65% |
| Historical Sharpe Ratio (5Y) | 0.4371 |
| Historical Sortino (5Y) | 0.6267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.56% |