FT Nasdaq Artfcl Intllgnc and Rbtc ETF (ROBT)
44.80
-0.70
(-1.54%)
USD |
NASDAQ |
Nov 15, 16:00
45.60
+0.80
(+1.79%)
After-Hours: 20:00
ROBT Max Drawdown (5Y): 44.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.47% |
| September 30, 2024 | 44.47% |
| August 31, 2024 | 44.47% |
| July 31, 2024 | 44.47% |
| June 30, 2024 | 44.47% |
| May 31, 2024 | 44.47% |
| April 30, 2024 | 44.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
44.47%
Maximum
Oct 2022
39.55%
Average
37.21%
Median
Max Drawdown (5Y) Benchmarks
| Global X FinTech ETF | 63.56% |
| Global X Cloud Computing ETF | 53.75% |
| Amplify Cybersecurity ETF | 38.68% |
| Amplify BlueStar Israel Technology ETF | 54.59% |
| ALPS Disruptive Technologies ETF | 42.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.830 |
| Beta (5Y) | 1.227 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.701 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.36% |
| Historical Sharpe Ratio (5Y) | 0.1473 |
| Historical Sortino (5Y) | 0.2118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.56% |