Dimensional US Marketwide Value ETF (DFUV)
39.01
+0.25
(+0.64%)
USD |
NYSEARCA |
Jun 17, 16:00
39.01
0.00 (0.00%)
After-Hours: 20:00
DFUV Max Drawdown (5Y): 40.73% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 40.73% |
April 30, 2024 | 40.73% |
March 31, 2024 | 40.73% |
February 29, 2024 | 40.73% |
January 31, 2024 | 40.73% |
December 31, 2023 | 40.73% |
November 30, 2023 | 40.73% |
October 31, 2023 | 40.73% |
September 30, 2023 | 40.73% |
August 31, 2023 | 40.73% |
July 31, 2023 | 40.73% |
June 30, 2023 | 40.73% |
May 31, 2023 | 40.73% |
April 30, 2023 | 40.73% |
March 31, 2023 | 40.73% |
February 28, 2023 | 40.73% |
January 31, 2023 | 40.73% |
December 31, 2022 | 40.73% |
November 30, 2022 | 40.73% |
October 31, 2022 | 40.73% |
September 30, 2022 | 40.73% |
August 31, 2022 | 40.73% |
July 31, 2022 | 40.73% |
June 30, 2022 | 40.73% |
May 31, 2022 | 40.73% |
Date | Value |
---|---|
April 30, 2022 | 40.73% |
March 31, 2022 | 40.73% |
February 28, 2022 | 40.73% |
January 31, 2022 | 40.73% |
December 31, 2021 | 40.73% |
November 30, 2021 | 40.73% |
October 31, 2021 | 40.73% |
September 30, 2021 | 40.73% |
August 31, 2021 | 40.73% |
July 31, 2021 | 40.73% |
June 30, 2021 | 40.73% |
May 31, 2021 | 40.73% |
April 30, 2021 | 40.73% |
March 31, 2021 | 40.73% |
February 28, 2021 | 40.73% |
January 31, 2021 | 40.73% |
December 31, 2020 | 40.73% |
November 30, 2020 | 40.73% |
October 31, 2020 | 40.73% |
September 30, 2020 | 40.73% |
August 31, 2020 | 40.73% |
July 31, 2020 | 40.73% |
June 30, 2020 | 40.73% |
May 31, 2020 | 40.73% |
April 30, 2020 | 40.73% |
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
21.05%
Minimum
Jun 2019
40.73%
Maximum
Mar 2020
37.78%
Average
40.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Russell Top 200 Value ETF | 35.76% |
iShares Russell 1000 Value ETF | 38.51% |
iShares Core S&P US Value ETF | 37.54% |
Vanguard Mega Cap Value ETF | 35.41% |
Invesco FTSE RAFI US 1000 ETF | 38.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.017 |
Beta (5Y) | 1.030 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3692 |
Beta (vs YCharts Benchmark) (5Y) | 1.095 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.16% |
Historical Sharpe Ratio (5Y) | 0.4296 |
Historical Sortino (5Y) | 0.4721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |