WisdomTree US High Dividend ETF (DHS)
86.03
+0.79
(+0.93%)
USD |
NYSEARCA |
May 09, 16:00
86.00
-0.03
(-0.03%)
After-Hours: 20:00
DHS Max Drawdown (5Y): 37.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.34% |
March 31, 2024 | 37.34% |
February 29, 2024 | 37.34% |
January 31, 2024 | 37.34% |
December 31, 2023 | 37.34% |
November 30, 2023 | 37.34% |
October 31, 2023 | 37.34% |
September 30, 2023 | 37.34% |
August 31, 2023 | 37.34% |
July 31, 2023 | 37.34% |
June 30, 2023 | 37.34% |
May 31, 2023 | 37.34% |
April 30, 2023 | 37.34% |
March 31, 2023 | 37.34% |
February 28, 2023 | 37.34% |
January 31, 2023 | 37.34% |
December 31, 2022 | 37.34% |
November 30, 2022 | 37.34% |
October 31, 2022 | 37.34% |
September 30, 2022 | 37.34% |
August 31, 2022 | 37.34% |
July 31, 2022 | 37.34% |
June 30, 2022 | 37.34% |
May 31, 2022 | 37.34% |
April 30, 2022 | 37.34% |
Date | Value |
---|---|
March 31, 2022 | 37.34% |
February 28, 2022 | 37.34% |
January 31, 2022 | 37.34% |
December 31, 2021 | 37.34% |
November 30, 2021 | 37.34% |
October 31, 2021 | 37.34% |
September 30, 2021 | 37.34% |
August 31, 2021 | 37.34% |
July 31, 2021 | 37.34% |
June 30, 2021 | 37.34% |
May 31, 2021 | 37.34% |
April 30, 2021 | 37.34% |
March 31, 2021 | 37.34% |
February 28, 2021 | 37.34% |
January 31, 2021 | 37.34% |
December 31, 2020 | 37.34% |
November 30, 2020 | 37.34% |
October 31, 2020 | 37.34% |
September 30, 2020 | 37.34% |
August 31, 2020 | 37.34% |
July 31, 2020 | 37.34% |
June 30, 2020 | 37.34% |
May 31, 2020 | 37.34% |
April 30, 2020 | 37.34% |
March 31, 2020 | 37.34% |
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
14.59%
Minimum
May 2019
37.34%
Maximum
Mar 2020
33.55%
Average
37.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.291 |
Beta (5Y) | 0.8028 |
Alpha (vs YCharts Benchmark) (5Y) | -1.218 |
Beta (vs YCharts Benchmark) (5Y) | 0.897 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.31% |
Historical Sharpe Ratio (5Y) | 0.2542 |
Historical Sortino (5Y) | 0.2657 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |