Xtrackers Russell US Multifactor ETF (DEUS)
41.11
-0.06 (-0.14%)
USD |
NYSEARCA |
May 20, 16:00
40.44
-0.67 (-1.63%)
After-Hours: 20:00
DEUS Max Drawdown (5Y): 40.45% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.45% |
| March 31, 2022 | 40.45% |
| February 28, 2022 | 40.45% |
| January 31, 2022 | 40.45% |
| December 31, 2021 | 40.45% |
| November 30, 2021 | 40.45% |
| October 31, 2021 | 40.45% |
| September 30, 2021 | 40.45% |
| August 31, 2021 | 40.45% |
| July 31, 2021 | 40.45% |
| June 30, 2021 | 40.45% |
| May 31, 2021 | 40.45% |
| April 30, 2021 | 40.45% |
| March 31, 2021 | 40.45% |
| February 28, 2021 | 40.45% |
| January 31, 2021 | 40.45% |
| December 31, 2020 | 40.45% |
| November 30, 2020 | 40.45% |
| October 31, 2020 | 40.45% |
| September 30, 2020 | 40.45% |
| August 31, 2020 | 40.45% |
| July 31, 2020 | 40.45% |
| June 30, 2020 | 40.45% |
| May 31, 2020 | 40.45% |
| April 30, 2020 | 40.45% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.45% |
| February 29, 2020 | 19.78% |
| January 31, 2020 | 19.78% |
| December 31, 2019 | 19.78% |
| November 30, 2019 | 19.78% |
| October 31, 2019 | 19.78% |
| September 30, 2019 | 19.78% |
| August 31, 2019 | 19.78% |
| July 31, 2019 | 19.78% |
| June 30, 2019 | 19.78% |
| May 31, 2019 | 19.78% |
| April 30, 2019 | 19.78% |
| March 31, 2019 | 19.78% |
| February 28, 2019 | 19.78% |
| January 31, 2019 | 19.78% |
| December 31, 2018 | 19.78% |
| November 30, 2018 | 10.86% |
| October 31, 2018 | 10.86% |
| September 30, 2018 | 9.27% |
| August 31, 2018 | 9.27% |
| July 31, 2018 | 9.27% |
| June 30, 2018 | 9.27% |
| May 31, 2018 | 9.27% |
| April 30, 2018 | 9.27% |
| March 31, 2018 | 9.27% |
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
8.55%
Minimum
May 2017
40.45%
Maximum
Mar 2020
25.35%
Average
19.78%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.095 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.94% |
| Historical Sharpe Ratio (5Y) | 0.5591 |
| Historical Sortino (5Y) | 0.5159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.57% |