WisdomTree US LargeCap Dividend ETF (DLN)
70.12
+0.26
(+0.38%)
USD |
NYSEARCA |
May 06, 13:12
DLN Max Drawdown (5Y): 35.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.81% |
March 31, 2024 | 35.81% |
February 29, 2024 | 35.81% |
January 31, 2024 | 35.81% |
December 31, 2023 | 35.81% |
November 30, 2023 | 35.81% |
October 31, 2023 | 35.81% |
September 30, 2023 | 35.81% |
August 31, 2023 | 35.81% |
July 31, 2023 | 35.81% |
June 30, 2023 | 35.81% |
May 31, 2023 | 35.81% |
April 30, 2023 | 35.81% |
March 31, 2023 | 35.81% |
February 28, 2023 | 35.81% |
January 31, 2023 | 35.81% |
December 31, 2022 | 35.81% |
November 30, 2022 | 35.81% |
October 31, 2022 | 35.81% |
September 30, 2022 | 35.81% |
August 31, 2022 | 35.81% |
July 31, 2022 | 35.81% |
June 30, 2022 | 35.81% |
May 31, 2022 | 35.81% |
April 30, 2022 | 35.81% |
Date | Value |
---|---|
March 31, 2022 | 35.81% |
February 28, 2022 | 35.81% |
January 31, 2022 | 35.81% |
December 31, 2021 | 35.81% |
November 30, 2021 | 35.81% |
October 31, 2021 | 35.81% |
September 30, 2021 | 35.81% |
August 31, 2021 | 35.81% |
July 31, 2021 | 35.81% |
June 30, 2021 | 35.81% |
May 31, 2021 | 35.81% |
April 30, 2021 | 35.81% |
March 31, 2021 | 35.81% |
February 28, 2021 | 35.81% |
January 31, 2021 | 35.81% |
December 31, 2020 | 35.81% |
November 30, 2020 | 35.81% |
October 31, 2020 | 35.81% |
September 30, 2020 | 35.81% |
August 31, 2020 | 35.81% |
July 31, 2020 | 35.81% |
June 30, 2020 | 35.81% |
May 31, 2020 | 35.81% |
April 30, 2020 | 35.81% |
March 31, 2020 | 35.81% |
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
16.79%
Minimum
May 2019
35.81%
Maximum
Mar 2020
32.64%
Average
35.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.826 |
Beta (5Y) | 0.8839 |
Alpha (vs YCharts Benchmark) (5Y) | 2.191 |
Beta (vs YCharts Benchmark) (5Y) | 0.8908 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.49% |
Historical Sharpe Ratio (5Y) | 0.4587 |
Historical Sortino (5Y) | 0.4732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.09% |