First Trust NASDAQ-100-Tech Sector ETF (QTEC)
187.13
+2.61
(+1.41%)
USD |
NASDAQ |
Jul 26, 16:00
187.13
0.00 (0.00%)
After-Hours: 20:00
QTEC Max Drawdown (5Y): 45.54% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 45.54% |
May 31, 2024 | 45.54% |
April 30, 2024 | 45.54% |
March 31, 2024 | 45.54% |
February 29, 2024 | 45.54% |
January 31, 2024 | 45.54% |
December 31, 2023 | 45.54% |
November 30, 2023 | 45.54% |
October 31, 2023 | 45.54% |
September 30, 2023 | 45.54% |
August 31, 2023 | 45.54% |
July 31, 2023 | 45.54% |
June 30, 2023 | 45.54% |
May 31, 2023 | 45.54% |
April 30, 2023 | 45.54% |
March 31, 2023 | 45.54% |
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% |
Date | Value |
---|---|
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% |
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% |
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
22.69%
Minimum
Jul 2019
45.54%
Maximum
Oct 2022
36.17%
Average
32.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.326 |
Beta (5Y) | 1.151 |
Alpha (vs YCharts Benchmark) (5Y) | -7.681 |
Beta (vs YCharts Benchmark) (5Y) | 0.9838 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.32% |
Historical Sharpe Ratio (5Y) | 0.6233 |
Historical Sortino (5Y) | 0.8576 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.31% |