First Trust Cloud Computing ETF (SKYY.TO)
16.64
0.00 (0.00%)
CAD |
TSX |
Jun 30, 16:00
SKYY.TO Max Drawdown (5Y): 44.18% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 44.18% |
| May 31, 2022 | 40.94% |
| April 30, 2022 | 33.43% |
| March 31, 2022 | 32.56% |
| February 28, 2022 | 29.39% |
| January 31, 2022 | 25.87% |
| December 31, 2021 | 22.34% |
| November 30, 2021 | 22.34% |
| October 31, 2021 | 22.34% |
| September 30, 2021 | 22.34% |
| August 31, 2021 | 22.34% |
| July 31, 2021 | 22.34% |
| June 30, 2021 | 22.34% |
| May 31, 2021 | 22.34% |
| April 30, 2021 | 19.70% |
| March 31, 2021 | 19.70% |
| February 28, 2021 | 18.32% |
| January 31, 2021 | 18.32% |
| December 31, 2020 | 18.32% |
| November 30, 2020 | 18.32% |
| October 31, 2020 | 18.32% |
| September 30, 2020 | 18.32% |
| August 31, 2020 | 18.32% |
| July 31, 2020 | 18.32% |
| June 30, 2020 | 18.32% |
| Date | Value |
|---|---|
| May 31, 2020 | 18.32% |
| April 30, 2020 | 18.32% |
| March 31, 2020 | 18.32% |
| February 29, 2020 | 18.32% |
| January 31, 2020 | 18.32% |
| December 31, 2019 | 18.32% |
| November 30, 2019 | 18.32% |
| October 31, 2019 | 18.32% |
| September 30, 2019 | 18.32% |
| August 31, 2019 | 18.32% |
| July 31, 2019 | 18.32% |
| June 30, 2019 | 18.32% |
| May 31, 2019 | 18.32% |
| April 30, 2019 | 18.32% |
| March 31, 2019 | 18.32% |
| February 28, 2019 | 18.32% |
| January 31, 2019 | 18.32% |
| December 31, 2018 | 18.32% |
| November 30, 2018 | 18.32% |
| October 31, 2018 | 18.32% |
| September 30, 2018 | 18.32% |
| August 31, 2018 | 18.32% |
| July 31, 2018 | 18.32% |
| June 30, 2018 | 18.32% |
| May 31, 2018 | 18.32% |
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
7.86%
Minimum
Jul 2017
44.18%
Maximum
Jun 2022
19.40%
Average
18.32%
Median
Feb 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.359 |
| Beta (5Y) | 0.2608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.17% |
| Historical Sharpe Ratio (5Y) | -0.275 |
| Historical Sortino (5Y) | -0.3028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |