DFGP Max Drawdown (Since Inception) Analysis

Dimensional Global Core Plus Fixed Income ETF (DFGP)

52.81 -0.06 (-0.12%) USD | NASDAQ | Dec 19, 09:37

Max Drawdown (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Max Drawdown (Since Inception) Benchmarks

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DFA Dimensional Glbl Sustainability Fx Inc ETF	Upgrade
Dimensional Global Credit ETF	Upgrade
Vanguard Total International Bond Index Fund ETF	Upgrade
iShares Core International Aggregate Bond ETF	Upgrade
Vanguard Total World Bond ETF	Upgrade

Max Drawdown (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade