FT Nasdaq Artfcl Intllgnc and Rbtc ETF (ROBT)
42.33
+0.69
(+1.66%)
USD |
NASDAQ |
Apr 26, 11:29
ROBT Max Drawdown (5Y): 44.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 44.47% |
| February 29, 2024 | 44.47% |
| January 31, 2024 | 44.47% |
| December 31, 2023 | 44.47% |
| November 30, 2023 | 44.47% |
| October 31, 2023 | 44.47% |
| September 30, 2023 | 44.47% |
| August 31, 2023 | 44.47% |
| July 31, 2023 | 44.47% |
| June 30, 2023 | 44.47% |
| May 31, 2023 | 44.47% |
| April 30, 2023 | 44.47% |
| March 31, 2023 | 44.47% |
| February 28, 2023 | 44.47% |
| January 31, 2023 | 44.47% |
| December 31, 2022 | 44.47% |
| November 30, 2022 | 44.47% |
| October 31, 2022 | 44.47% |
| September 30, 2022 | 43.07% |
| August 31, 2022 | 38.44% |
| July 31, 2022 | 38.44% |
| June 30, 2022 | 38.44% |
| May 31, 2022 | 37.29% |
| April 30, 2022 | 37.13% |
| March 31, 2022 | 37.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.13% |
| January 31, 2022 | 37.13% |
| December 31, 2021 | 37.13% |
| November 30, 2021 | 37.13% |
| October 31, 2021 | 37.13% |
| September 30, 2021 | 37.13% |
| August 31, 2021 | 37.13% |
| July 31, 2021 | 37.13% |
| June 30, 2021 | 37.13% |
| May 31, 2021 | 37.13% |
| April 30, 2021 | 37.13% |
| March 31, 2021 | 37.13% |
| February 28, 2021 | 37.13% |
| January 31, 2021 | 37.13% |
| December 31, 2020 | 37.13% |
| November 30, 2020 | 37.13% |
| October 31, 2020 | 37.13% |
| September 30, 2020 | 37.13% |
| August 31, 2020 | 37.13% |
| July 31, 2020 | 37.13% |
| June 30, 2020 | 37.13% |
| May 31, 2020 | 37.13% |
| April 30, 2020 | 37.13% |
| March 31, 2020 | 37.13% |
| February 29, 2020 | 25.09% |
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
25.09%
Minimum
Apr 2019
44.47%
Maximum
Oct 2022
37.29%
Average
37.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.964 |
| Beta (5Y) | 1.24 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.89 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9783 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.23% |
| Historical Sharpe Ratio (5Y) | 0.2031 |
| Historical Sortino (5Y) | 0.2884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.56% |