First Trust Cloud Computing ETF (SKYY)
115.58
-2.61
(-2.21%)
USD |
NASDAQ |
Nov 15, 16:00
115.60
+0.02
(+0.02%)
After-Hours: 20:00
SKYY Max Drawdown (5Y): 53.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.21% |
| September 30, 2024 | 53.21% |
| August 31, 2024 | 53.21% |
| July 31, 2024 | 53.21% |
| June 30, 2024 | 53.21% |
| May 31, 2024 | 53.21% |
| April 30, 2024 | 53.21% |
| March 31, 2024 | 53.21% |
| February 29, 2024 | 53.21% |
| January 31, 2024 | 53.21% |
| December 31, 2023 | 53.21% |
| November 30, 2023 | 53.21% |
| October 31, 2023 | 53.21% |
| September 30, 2023 | 53.21% |
| August 31, 2023 | 53.21% |
| July 31, 2023 | 53.21% |
| June 30, 2023 | 53.21% |
| May 31, 2023 | 53.21% |
| April 30, 2023 | 53.21% |
| March 31, 2023 | 53.21% |
| February 28, 2023 | 53.21% |
| January 31, 2023 | 53.21% |
| December 31, 2022 | 53.21% |
| November 30, 2022 | 52.81% |
| October 31, 2022 | 52.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.54% |
| August 31, 2022 | 47.77% |
| July 31, 2022 | 47.77% |
| June 30, 2022 | 47.77% |
| May 31, 2022 | 46.14% |
| April 30, 2022 | 36.15% |
| March 31, 2022 | 35.02% |
| February 28, 2022 | 33.00% |
| January 31, 2022 | 33.00% |
| December 31, 2021 | 33.00% |
| November 30, 2021 | 33.00% |
| October 31, 2021 | 33.00% |
| September 30, 2021 | 33.00% |
| August 31, 2021 | 33.00% |
| July 31, 2021 | 33.00% |
| June 30, 2021 | 33.00% |
| May 31, 2021 | 33.00% |
| April 30, 2021 | 33.00% |
| March 31, 2021 | 33.00% |
| February 28, 2021 | 33.00% |
| January 31, 2021 | 33.00% |
| December 31, 2020 | 33.00% |
| November 30, 2020 | 33.00% |
| October 31, 2020 | 33.00% |
| September 30, 2020 | 33.00% |
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
20.90%
Minimum
Nov 2019
53.21%
Maximum
Dec 2022
41.91%
Average
41.14%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4544 |
| Beta (5Y) | 1.069 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.669 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.58% |
| Historical Sharpe Ratio (5Y) | 0.3772 |
| Historical Sortino (5Y) | 0.5486 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |