WisdomTree International MidCap Div ETF (DIM)
60.93
-0.74
(-1.20%)
USD |
NYSEARCA |
Apr 30, 16:00
61.50
+0.57
(+0.93%)
After-Hours: 20:00
DIM Max Drawdown (5Y): 40.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.87% |
March 31, 2024 | 40.87% |
February 29, 2024 | 40.87% |
January 31, 2024 | 40.87% |
December 31, 2023 | 40.87% |
November 30, 2023 | 40.87% |
October 31, 2023 | 40.87% |
September 30, 2023 | 40.87% |
August 31, 2023 | 40.87% |
July 31, 2023 | 40.87% |
June 30, 2023 | 40.87% |
May 31, 2023 | 40.87% |
April 30, 2023 | 40.87% |
March 31, 2023 | 40.87% |
February 28, 2023 | 40.87% |
January 31, 2023 | 40.87% |
December 31, 2022 | 40.87% |
November 30, 2022 | 40.87% |
October 31, 2022 | 40.87% |
September 30, 2022 | 40.87% |
August 31, 2022 | 40.87% |
July 31, 2022 | 40.87% |
June 30, 2022 | 40.87% |
May 31, 2022 | 40.87% |
April 30, 2022 | 40.87% |
Date | Value |
---|---|
March 31, 2022 | 40.87% |
February 28, 2022 | 40.87% |
January 31, 2022 | 40.87% |
December 31, 2021 | 40.87% |
November 30, 2021 | 40.87% |
October 31, 2021 | 40.87% |
September 30, 2021 | 40.87% |
August 31, 2021 | 40.87% |
July 31, 2021 | 40.87% |
June 30, 2021 | 40.87% |
May 31, 2021 | 40.87% |
April 30, 2021 | 40.87% |
March 31, 2021 | 40.87% |
February 28, 2021 | 40.87% |
January 31, 2021 | 40.87% |
December 31, 2020 | 40.87% |
November 30, 2020 | 40.87% |
October 31, 2020 | 40.87% |
September 30, 2020 | 40.87% |
August 31, 2020 | 40.87% |
July 31, 2020 | 40.87% |
June 30, 2020 | 40.87% |
May 31, 2020 | 40.87% |
April 30, 2020 | 40.87% |
March 31, 2020 | 40.87% |
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
23.33%
Minimum
May 2019
40.87%
Maximum
Mar 2020
37.95%
Average
40.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.225 |
Beta (5Y) | 1.041 |
Alpha (vs YCharts Benchmark) (5Y) | -1.659 |
Beta (vs YCharts Benchmark) (5Y) | 0.8875 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.38% |
Historical Sharpe Ratio (5Y) | 0.0433 |
Historical Sortino (5Y) | 0.0466 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.21% |