First Trust Cloud Computing ETF (SKYY.TO)
21.83
-0.46
(-2.06%)
CAD |
TSX |
Apr 25, 11:56
SKYY.TO Max Drawdown (5Y): 48.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.92% |
| February 29, 2024 | 48.92% |
| January 31, 2024 | 48.92% |
| December 31, 2023 | 48.92% |
| November 30, 2023 | 48.92% |
| October 31, 2023 | 48.92% |
| September 30, 2023 | 48.92% |
| August 31, 2023 | 48.92% |
| July 31, 2023 | 48.92% |
| June 30, 2023 | 48.92% |
| May 31, 2023 | 48.92% |
| April 30, 2023 | 48.92% |
| March 31, 2023 | 48.92% |
| February 28, 2023 | 48.92% |
| January 31, 2023 | 48.92% |
| December 31, 2022 | 48.92% |
| November 30, 2022 | 48.92% |
| October 31, 2022 | 44.90% |
| September 30, 2022 | 44.90% |
| August 31, 2022 | 44.18% |
| July 31, 2022 | 44.18% |
| June 30, 2022 | 44.18% |
| May 31, 2022 | 40.94% |
| April 30, 2022 | 33.43% |
| March 31, 2022 | 32.56% |
| Date | Value |
|---|---|
| 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% |
| May 31, 2020 | 18.32% |
| April 30, 2020 | 18.32% |
| March 31, 2020 | 18.32% |
| February 29, 2020 | 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
18.32%
Minimum
Apr 2019
48.92%
Maximum
Nov 2022
30.92%
Average
22.34%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.656 |
| Beta (5Y) | 0.3485 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.667 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4536 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.65% |
| Historical Sharpe Ratio (5Y) | -0.1654 |
| Historical Sortino (5Y) | -0.2222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.11% |