WisdomTree US Quality Dividend Gr ETF (DGRW)
53.61
-0.39 (-0.72%)
USD |
Feb 26, 20:00
DGRW Max Drawdown (5Y): 32.03% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2021 | 32.03% |
December 31, 2020 | 32.03% |
November 30, 2020 | 32.03% |
October 31, 2020 | 32.03% |
September 30, 2020 | 32.03% |
August 31, 2020 | 32.03% |
July 31, 2020 | 32.03% |
June 30, 2020 | 32.03% |
May 31, 2020 | 32.03% |
April 30, 2020 | 32.03% |
March 31, 2020 | 32.03% |
February 29, 2020 | 18.64% |
January 31, 2020 | 18.64% |
December 31, 2019 | 18.64% |
November 30, 2019 | 18.64% |
October 31, 2019 | 18.64% |
September 30, 2019 | 18.64% |
August 31, 2019 | 18.64% |
July 31, 2019 | 18.64% |
June 30, 2019 | 18.64% |
May 31, 2019 | 18.64% |
April 30, 2019 | 18.64% |
March 31, 2019 | 18.64% |
February 28, 2019 | 18.64% |
January 31, 2019 | 18.64% |
Date | Value |
---|---|
December 31, 2018 | 18.64% |
November 30, 2018 | 13.17% |
October 31, 2018 | 13.17% |
September 30, 2018 | 13.17% |
August 31, 2018 | 13.17% |
July 31, 2018 | 13.17% |
June 30, 2018 | 13.17% |
May 31, 2018 | 13.17% |
April 30, 2018 | 13.17% |
March 31, 2018 | 13.17% |
February 28, 2018 | 13.17% |
January 31, 2018 | 13.17% |
December 31, 2017 | 13.17% |
November 30, 2017 | 13.17% |
October 31, 2017 | 13.17% |
September 30, 2017 | 13.17% |
August 31, 2017 | 13.17% |
July 31, 2017 | 13.17% |
June 30, 2017 | 13.17% |
May 31, 2017 | 13.17% |
April 30, 2017 | 13.17% |
March 31, 2017 | 13.17% |
February 28, 2017 | 13.17% |
January 31, 2017 | 13.17% |
December 31, 2016 | 13.17% |
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
13.17%
Minimum
Mar 2016
32.03%
Maximum
Mar 2020
18.07%
Average
13.17%
Median
Mar 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1168 |
Beta (5Y) | 0.9421 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.62% |
Historical Sharpe Ratio (5Y) | 0.991 |
Historical Sortino (5Y) | 0.9519 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.86% |