WisdomTree Yield Enhanced US Aggt Bd ETF (AGGY)
41.51
-0.04
(-0.10%)
USD |
NYSEARCA |
Sep 29, 16:00
41.50
-0.02
(-0.04%)
Pre-Market: 20:00
AGGY Max Drawdown (5Y): 20.98% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 20.98% |
| August 31, 2023 | 20.98% |
| July 31, 2023 | 20.98% |
| June 30, 2023 | 20.98% |
| May 31, 2023 | 20.98% |
| April 30, 2023 | 20.98% |
| March 31, 2023 | 20.98% |
| February 28, 2023 | 20.98% |
| January 31, 2023 | 20.98% |
| December 31, 2022 | 20.98% |
| November 30, 2022 | 20.98% |
| October 31, 2022 | 20.98% |
| September 30, 2022 | 19.23% |
| August 31, 2022 | 16.76% |
| July 31, 2022 | 16.76% |
| June 30, 2022 | 16.76% |
| May 31, 2022 | 14.44% |
| April 30, 2022 | 13.53% |
| March 31, 2022 | 13.53% |
| February 28, 2022 | 13.53% |
| January 31, 2022 | 13.53% |
| December 31, 2021 | 13.53% |
| November 30, 2021 | 13.53% |
| October 31, 2021 | 13.53% |
| September 30, 2021 | 13.53% |
| Date | Value |
|---|---|
| August 31, 2021 | 13.53% |
| July 31, 2021 | 13.53% |
| June 30, 2021 | 13.53% |
| May 31, 2021 | 13.53% |
| April 30, 2021 | 13.53% |
| March 31, 2021 | 13.53% |
| February 28, 2021 | 13.53% |
| January 31, 2021 | 13.53% |
| December 31, 2020 | 13.53% |
| November 30, 2020 | 13.53% |
| October 31, 2020 | 13.53% |
| September 30, 2020 | 13.53% |
| August 31, 2020 | 13.53% |
| July 31, 2020 | 13.53% |
| June 30, 2020 | 13.53% |
| May 31, 2020 | 13.53% |
| April 30, 2020 | 13.53% |
| March 31, 2020 | 13.53% |
| February 29, 2020 | 4.96% |
| January 31, 2020 | 4.96% |
| December 31, 2019 | 4.96% |
| November 30, 2019 | 4.96% |
| October 31, 2019 | 4.96% |
| September 30, 2019 | 4.96% |
| August 31, 2019 | 4.96% |
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
4.96%
Minimum
Oct 2018
20.98%
Maximum
Oct 2022
12.86%
Average
13.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0047 |
| Beta (5Y) | 1.163 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0047 |
| Beta (vs YCharts Benchmark) (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.38% |
| Historical Sharpe Ratio (5Y) | -0.2191 |
| Historical Sortino (5Y) | -0.2848 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.76% |