WisdomTree US Al Enhanced Val ETF (AIVL)
112.81
+0.10
(+0.09%)
USD |
NYSEARCA |
Nov 14, 12:16
AIVL Max Drawdown (5Y): 41.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.16% |
September 30, 2024 | 41.16% |
August 31, 2024 | 41.16% |
July 31, 2024 | 41.16% |
June 30, 2024 | 41.16% |
May 31, 2024 | 41.16% |
April 30, 2024 | 41.16% |
March 31, 2024 | 41.16% |
February 29, 2024 | 41.16% |
January 31, 2024 | 41.16% |
December 31, 2023 | 41.16% |
November 30, 2023 | 41.16% |
October 31, 2023 | 41.16% |
September 30, 2023 | 41.16% |
August 31, 2023 | 41.16% |
July 31, 2023 | 41.16% |
June 30, 2023 | 41.16% |
May 31, 2023 | 41.16% |
April 30, 2023 | 41.16% |
March 31, 2023 | 41.16% |
February 28, 2023 | 41.16% |
January 31, 2023 | 41.16% |
December 31, 2022 | 41.16% |
November 30, 2022 | 41.16% |
October 31, 2022 | 41.16% |
Date | Value |
---|---|
September 30, 2022 | 41.16% |
August 31, 2022 | 41.16% |
July 31, 2022 | 41.16% |
June 30, 2022 | 41.16% |
May 31, 2022 | 41.16% |
April 30, 2022 | 41.16% |
March 31, 2022 | 41.16% |
February 28, 2022 | 41.16% |
January 31, 2022 | 41.16% |
December 31, 2021 | 41.16% |
November 30, 2021 | 41.16% |
October 31, 2021 | 41.16% |
September 30, 2021 | 41.16% |
August 31, 2021 | 41.16% |
July 31, 2021 | 41.16% |
June 30, 2021 | 41.16% |
May 31, 2021 | 41.16% |
April 30, 2021 | 41.16% |
March 31, 2021 | 41.16% |
February 28, 2021 | 41.16% |
January 31, 2021 | 41.16% |
December 31, 2020 | 41.16% |
November 30, 2020 | 41.16% |
October 31, 2020 | 41.16% |
September 30, 2020 | 41.16% |
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
19.07%
Minimum
Nov 2019
41.16%
Maximum
Mar 2020
39.68%
Average
41.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.105 |
Beta (5Y) | 0.9405 |
Alpha (vs YCharts Benchmark) (5Y) | -7.105 |
Beta (vs YCharts Benchmark) (5Y) | 0.9405 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.97% |
Historical Sharpe Ratio (5Y) | 0.252 |
Historical Sortino (5Y) | 0.2624 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.10% |