CI WisdomTree US Qual Div Gr ETF (DGR.TO)
43.30
+0.40
(+0.93%)
CAD |
TSX |
May 07, 14:19
DGR.TO Max Drawdown (5Y): 30.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 30.73% |
March 31, 2024 | 30.73% |
February 29, 2024 | 30.73% |
January 31, 2024 | 30.73% |
December 31, 2023 | 30.73% |
November 30, 2023 | 30.73% |
October 31, 2023 | 30.73% |
September 30, 2023 | 30.73% |
August 31, 2023 | 30.73% |
July 31, 2023 | 30.73% |
June 30, 2023 | 30.73% |
May 31, 2023 | 30.73% |
April 30, 2023 | 30.73% |
March 31, 2023 | 30.73% |
February 28, 2023 | 30.73% |
January 31, 2023 | 30.73% |
December 31, 2022 | 30.73% |
November 30, 2022 | 30.73% |
October 31, 2022 | 30.73% |
September 30, 2022 | 30.73% |
August 31, 2022 | 30.73% |
July 31, 2022 | 30.73% |
June 30, 2022 | 30.73% |
May 31, 2022 | 30.73% |
April 30, 2022 | 30.73% |
Date | Value |
---|---|
March 31, 2022 | 30.73% |
February 28, 2022 | 30.73% |
January 31, 2022 | 30.73% |
December 31, 2021 | 30.73% |
November 30, 2021 | 30.73% |
October 31, 2021 | 30.73% |
September 30, 2021 | 30.73% |
August 31, 2021 | 30.73% |
July 31, 2021 | 30.73% |
June 30, 2021 | 30.73% |
May 31, 2021 | 30.73% |
April 30, 2021 | 30.73% |
March 31, 2021 | 30.73% |
February 28, 2021 | 30.73% |
January 31, 2021 | 30.73% |
December 31, 2020 | 30.73% |
November 30, 2020 | 30.73% |
October 31, 2020 | 30.73% |
September 30, 2020 | 30.73% |
August 31, 2020 | 30.73% |
July 31, 2020 | 30.73% |
June 30, 2020 | 30.73% |
May 31, 2020 | 30.73% |
April 30, 2020 | 30.73% |
March 31, 2020 | 30.73% |
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
17.76%
Minimum
May 2019
30.73%
Maximum
Mar 2020
28.57%
Average
30.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.532 |
Beta (5Y) | 0.9721 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4024 |
Beta (vs YCharts Benchmark) (5Y) | 0.8711 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.87% |
Historical Sharpe Ratio (5Y) | 0.5517 |
Historical Sortino (5Y) | 0.5966 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.25% |