WisdomTree US AI Enhanced Value Fund (AIVL)
106.45
+0.27
(+0.26%)
USD |
NYSEARCA |
Jan 08, 16:00
106.36
-0.09
(-0.09%)
Pre-Market: 20:00
AIVL Max Drawdown (5Y): 41.16% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Global X Adaptive US Factor ETF | 44.24% |
| Vanguard US Multifactor ETF | 41.33% |
| JPMorgan Diversified Return US Equity ETF | 38.69% |
| Vanguard US Value Factor ETF | 48.55% |
| Pacer US Cash Cows 100 ETF | 38.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.196 |
| Beta (5Y) | 0.9483 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.001 |
| Beta (vs YCharts Benchmark) (5Y) | 1.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.93% |
| Historical Sharpe Ratio (5Y) | 0.1629 |
| Historical Sortino (5Y) | 0.1703 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.99% |