WisdomTree EmMkts ex-Stt-Ownd EntrprsETF (XSOE)
31.12
+0.16
(+0.52%)
USD |
NYSEARCA |
May 17, 16:00
31.12
0.00 (0.00%)
After-Hours: 20:00
XSOE Max Drawdown (5Y): 45.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.25% |
March 31, 2024 | 45.25% |
February 29, 2024 | 45.25% |
January 31, 2024 | 45.25% |
December 31, 2023 | 45.25% |
November 30, 2023 | 45.25% |
October 31, 2023 | 45.25% |
September 30, 2023 | 45.25% |
August 31, 2023 | 45.25% |
July 31, 2023 | 45.25% |
June 30, 2023 | 45.25% |
May 31, 2023 | 45.25% |
April 30, 2023 | 45.25% |
March 31, 2023 | 45.25% |
February 28, 2023 | 45.25% |
January 31, 2023 | 45.25% |
December 31, 2022 | 45.25% |
November 30, 2022 | 45.25% |
October 31, 2022 | 45.25% |
September 30, 2022 | 43.31% |
August 31, 2022 | 36.88% |
July 31, 2022 | 36.88% |
June 30, 2022 | 36.48% |
May 31, 2022 | 36.48% |
April 30, 2022 | 35.05% |
Date | Value |
---|---|
March 31, 2022 | 35.05% |
February 28, 2022 | 35.05% |
January 31, 2022 | 35.05% |
December 31, 2021 | 35.05% |
November 30, 2021 | 35.05% |
October 31, 2021 | 35.05% |
September 30, 2021 | 35.05% |
August 31, 2021 | 35.05% |
July 31, 2021 | 35.05% |
June 30, 2021 | 35.05% |
May 31, 2021 | 35.05% |
April 30, 2021 | 35.05% |
March 31, 2021 | 35.05% |
February 28, 2021 | 35.05% |
January 31, 2021 | 35.05% |
December 31, 2020 | 35.05% |
November 30, 2020 | 35.05% |
October 31, 2020 | 35.05% |
September 30, 2020 | 35.05% |
August 31, 2020 | 35.05% |
July 31, 2020 | 35.05% |
June 30, 2020 | 35.05% |
May 31, 2020 | 35.05% |
April 30, 2020 | 35.05% |
March 31, 2020 | 35.05% |
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
31.24%
Minimum
May 2019
45.25%
Maximum
Oct 2022
37.89%
Average
35.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.612 |
Beta (5Y) | 1.000 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8591 |
Beta (vs YCharts Benchmark) (5Y) | 1.027 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.76% |
Historical Sharpe Ratio (5Y) | -0.0301 |
Historical Sortino (5Y) | -0.0415 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.84% |