WisdomTree Emerging Currency Strat ETF (CEW)
18.11
+0.03
(+0.18%)
USD |
NYSEARCA |
May 16, 16:00
CEW Max Drawdown (5Y): 17.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 17.72% |
| March 31, 2024 | 17.72% |
| February 29, 2024 | 17.72% |
| January 31, 2024 | 17.72% |
| December 31, 2023 | 17.72% |
| November 30, 2023 | 17.72% |
| October 31, 2023 | 17.72% |
| September 30, 2023 | 17.72% |
| August 31, 2023 | 17.72% |
| July 31, 2023 | 17.72% |
| June 30, 2023 | 17.72% |
| May 31, 2023 | 17.72% |
| April 30, 2023 | 17.72% |
| March 31, 2023 | 17.72% |
| February 28, 2023 | 17.72% |
| January 31, 2023 | 17.72% |
| December 31, 2022 | 17.72% |
| November 30, 2022 | 17.72% |
| October 31, 2022 | 17.72% |
| September 30, 2022 | 17.41% |
| August 31, 2022 | 16.63% |
| July 31, 2022 | 16.63% |
| June 30, 2022 | 16.38% |
| May 31, 2022 | 16.38% |
| April 30, 2022 | 16.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 16.38% |
| February 28, 2022 | 16.38% |
| January 31, 2022 | 16.38% |
| December 31, 2021 | 16.57% |
| November 30, 2021 | 16.57% |
| October 31, 2021 | 18.77% |
| September 30, 2021 | 18.95% |
| August 31, 2021 | 19.60% |
| July 31, 2021 | 19.60% |
| June 30, 2021 | 19.60% |
| May 31, 2021 | 19.60% |
| April 30, 2021 | 19.60% |
| March 31, 2021 | 21.05% |
| February 28, 2021 | 22.56% |
| January 31, 2021 | 22.56% |
| December 31, 2020 | 23.23% |
| November 30, 2020 | 26.99% |
| October 31, 2020 | 27.88% |
| September 30, 2020 | 27.88% |
| August 31, 2020 | 27.88% |
| July 31, 2020 | 27.88% |
| June 30, 2020 | 27.88% |
| May 31, 2020 | 27.88% |
| April 30, 2020 | 27.88% |
| March 31, 2020 | 27.88% |
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
16.38%
Minimum
Jan 2022
27.88%
Maximum
May 2019
21.21%
Average
18.24%
Median
Max Drawdown (5Y) Benchmarks
| iPath® GEMS Asia 8 ETN | 18.27% |
| iPath® Asian & Gulf Ccy Reval ETN | 21.89% |
| iPath® GEMS ETN | 62.77% |
| SPDR® Blmbg Em Mkts Lcl Bd ETF | 29.50% |
| iShares JP Morgan EM Local Ccy Bd ETF | 29.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7069 |
| Beta (5Y) | 0.4859 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.8901 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.02% |
| Historical Sharpe Ratio (5Y) | -0.2216 |
| Historical Sortino (5Y) | -0.3086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.63% |