WisdomTree US SmallCap Quality Dividend Growth (DGRS)
60.00
+0.15
(+0.25%)
USD |
NASDAQ |
Aug 26, 16:00
58.60
-1.40
(-2.33%)
After-Hours: 20:00
DGRS Max Drawdown (5Y) : 27.57% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 27.57% |
| June 30, 2026 | 27.57% |
| May 31, 2026 | 27.57% |
| April 30, 2026 | 27.57% |
| March 31, 2026 | 27.57% |
| February 28, 2026 | 27.57% |
| January 31, 2026 | 27.57% |
| December 31, 2025 | 27.57% |
| November 30, 2025 | 27.57% |
| October 31, 2025 | 27.57% |
| September 30, 2025 | 27.57% |
| August 31, 2025 | 27.57% |
| July 31, 2025 | 27.57% |
| June 30, 2025 | 27.57% |
| May 31, 2025 | 27.57% |
| April 30, 2025 | 33.29% |
| March 31, 2025 | 39.92% |
| February 28, 2025 | 44.83% |
| January 31, 2025 | 44.83% |
| December 31, 2024 | 44.83% |
| November 30, 2024 | 44.83% |
| October 31, 2024 | 44.83% |
| September 30, 2024 | 44.83% |
| August 31, 2024 | 44.83% |
| July 31, 2024 | 44.83% |
| Date | Value |
|---|---|
| June 30, 2024 | 44.83% |
| May 31, 2024 | 44.83% |
| April 30, 2024 | 44.83% |
| March 31, 2024 | 44.83% |
| February 29, 2024 | 44.83% |
| January 31, 2024 | 44.83% |
| December 31, 2023 | 44.83% |
| November 30, 2023 | 44.83% |
| October 31, 2023 | 44.83% |
| September 30, 2023 | 44.83% |
| August 31, 2023 | 44.83% |
| July 31, 2023 | 44.83% |
| June 30, 2023 | 44.83% |
| May 31, 2023 | 44.83% |
| April 30, 2023 | 44.83% |
| March 31, 2023 | 44.83% |
| February 28, 2023 | 44.83% |
| January 31, 2023 | 44.83% |
| December 31, 2022 | 44.83% |
| November 30, 2022 | 44.83% |
| October 31, 2022 | 44.83% |
| September 30, 2022 | 44.83% |
| August 31, 2022 | 44.83% |
| July 31, 2022 | 44.83% |
| June 30, 2022 | 44.83% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| WisdomTree US SmallCap Dividend Fund | 25.16% |
| WisdomTree US SmallCap Fund | 27.15% |
| WisdomTree US MidCap Fund | 23.53% |
| WisdomTree US MidCap Dividend Fund | 21.46% |
| WisdomTree US Total Dividend Fund | 16.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.240 |
| Beta (5Y) | 0.9794 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.240 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9794 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.72% |
| Historical Sharpe Ratio (5Y) | 0.2551 |
| Historical Sortino (5Y) | 0.4821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |