WisdomTree Japan SmallCap Dividend ETF (DFJ)
76.08
+0.56
(+0.74%)
USD |
NYSEARCA |
May 03, 16:00
DFJ Max Drawdown (5Y): 40.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.00% |
March 31, 2024 | 40.00% |
February 29, 2024 | 40.00% |
January 31, 2024 | 40.00% |
December 31, 2023 | 40.00% |
November 30, 2023 | 40.00% |
October 31, 2023 | 40.00% |
September 30, 2023 | 40.00% |
August 31, 2023 | 40.00% |
July 31, 2023 | 40.00% |
June 30, 2023 | 40.00% |
May 31, 2023 | 40.00% |
April 30, 2023 | 40.00% |
March 31, 2023 | 40.00% |
February 28, 2023 | 40.00% |
January 31, 2023 | 40.00% |
December 31, 2022 | 40.00% |
November 30, 2022 | 40.00% |
October 31, 2022 | 40.00% |
September 30, 2022 | 40.00% |
August 31, 2022 | 40.00% |
July 31, 2022 | 40.00% |
June 30, 2022 | 40.00% |
May 31, 2022 | 40.00% |
April 30, 2022 | 40.00% |
Date | Value |
---|---|
March 31, 2022 | 40.00% |
February 28, 2022 | 40.00% |
January 31, 2022 | 40.00% |
December 31, 2021 | 40.00% |
November 30, 2021 | 40.00% |
October 31, 2021 | 40.00% |
September 30, 2021 | 40.00% |
August 31, 2021 | 40.00% |
July 31, 2021 | 40.00% |
June 30, 2021 | 40.00% |
May 31, 2021 | 40.00% |
April 30, 2021 | 40.00% |
March 31, 2021 | 40.00% |
February 28, 2021 | 40.00% |
January 31, 2021 | 40.00% |
December 31, 2020 | 40.00% |
November 30, 2020 | 40.00% |
October 31, 2020 | 40.00% |
September 30, 2020 | 40.00% |
August 31, 2020 | 40.00% |
July 31, 2020 | 40.00% |
June 30, 2020 | 40.00% |
May 31, 2020 | 40.00% |
April 30, 2020 | 40.00% |
March 31, 2020 | 40.00% |
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
27.46%
Minimum
May 2019
40.00%
Maximum
Mar 2020
37.91%
Average
40.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5284 |
Beta (5Y) | 0.6187 |
Alpha (vs YCharts Benchmark) (5Y) | -1.323 |
Beta (vs YCharts Benchmark) (5Y) | 0.7786 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.87% |
Historical Sharpe Ratio (5Y) | 0.1409 |
Historical Sortino (5Y) | 0.1719 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.65% |