First Trust Alerian US NextGen InfrasETF (RBLD)
60.60
+0.25
(+0.42%)
USD |
NYSEARCA |
May 02, 16:00
RBLD Max Drawdown (5Y): 50.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.07% |
March 31, 2024 | 50.07% |
February 29, 2024 | 50.07% |
January 31, 2024 | 50.07% |
December 31, 2023 | 50.07% |
November 30, 2023 | 50.07% |
October 31, 2023 | 50.07% |
September 30, 2023 | 50.07% |
August 31, 2023 | 50.07% |
July 31, 2023 | 50.07% |
June 30, 2023 | 50.07% |
May 31, 2023 | 50.07% |
April 30, 2023 | 50.07% |
March 31, 2023 | 50.07% |
February 28, 2023 | 50.07% |
January 31, 2023 | 50.07% |
December 31, 2022 | 50.07% |
November 30, 2022 | 50.07% |
October 31, 2022 | 50.07% |
September 30, 2022 | 50.07% |
August 31, 2022 | 50.07% |
July 31, 2022 | 50.07% |
June 30, 2022 | 50.07% |
May 31, 2022 | 50.07% |
April 30, 2022 | 50.07% |
Date | Value |
---|---|
March 31, 2022 | 50.07% |
February 28, 2022 | 50.07% |
January 31, 2022 | 50.07% |
December 31, 2021 | 50.07% |
November 30, 2021 | 50.07% |
October 31, 2021 | 50.07% |
September 30, 2021 | 50.07% |
August 31, 2021 | 50.07% |
July 31, 2021 | 50.07% |
June 30, 2021 | 50.07% |
May 31, 2021 | 50.07% |
April 30, 2021 | 50.07% |
March 31, 2021 | 50.07% |
February 28, 2021 | 50.07% |
January 31, 2021 | 50.07% |
December 31, 2020 | 50.07% |
November 30, 2020 | 50.07% |
October 31, 2020 | 50.07% |
September 30, 2020 | 50.07% |
August 31, 2020 | 50.07% |
July 31, 2020 | 50.07% |
June 30, 2020 | 50.07% |
May 31, 2020 | 50.07% |
April 30, 2020 | 50.07% |
March 31, 2020 | 50.07% |
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
30.52%
Minimum
May 2019
50.07%
Maximum
Mar 2020
46.81%
Average
50.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.584 |
Beta (5Y) | 1.051 |
Alpha (vs YCharts Benchmark) (5Y) | -5.375 |
Beta (vs YCharts Benchmark) (5Y) | 0.8905 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.01% |
Historical Sharpe Ratio (5Y) | 0.1478 |
Historical Sortino (5Y) | 0.1612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.73% |