WisdomTree US MidCap Dividend ETF (DON)
45.27
+0.14 (+0.31%)
USD |
NYSEARCA |
Jan 14, 16:00
45.23
-0.04 (-0.09%)
After-Hours: 20:00
DON Max Drawdown (5Y): 46.79% for Dec. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2021 | 46.79% |
| November 30, 2021 | 46.79% |
| October 31, 2021 | 46.79% |
| September 30, 2021 | 46.79% |
| August 31, 2021 | 46.79% |
| July 31, 2021 | 46.79% |
| June 30, 2021 | 46.79% |
| May 31, 2021 | 46.79% |
| April 30, 2021 | 46.79% |
| March 31, 2021 | 46.79% |
| February 28, 2021 | 46.79% |
| January 31, 2021 | 46.79% |
| December 31, 2020 | 46.79% |
| November 30, 2020 | 46.79% |
| October 31, 2020 | 46.79% |
| September 30, 2020 | 46.79% |
| August 31, 2020 | 46.79% |
| July 31, 2020 | 46.79% |
| June 30, 2020 | 46.79% |
| May 31, 2020 | 46.79% |
| April 30, 2020 | 46.79% |
| March 31, 2020 | 46.79% |
| February 29, 2020 | 19.20% |
| January 31, 2020 | 19.20% |
| December 31, 2019 | 19.20% |
| Date | Value |
|---|---|
| November 30, 2019 | 19.20% |
| October 31, 2019 | 19.20% |
| September 30, 2019 | 19.20% |
| August 31, 2019 | 19.20% |
| July 31, 2019 | 19.20% |
| June 30, 2019 | 19.20% |
| May 31, 2019 | 19.20% |
| April 30, 2019 | 19.20% |
| March 31, 2019 | 19.20% |
| February 28, 2019 | 19.20% |
| January 31, 2019 | 19.20% |
| December 31, 2018 | 19.20% |
| November 30, 2018 | 13.58% |
| October 31, 2018 | 13.58% |
| September 30, 2018 | 13.58% |
| August 31, 2018 | 13.58% |
| July 31, 2018 | 13.58% |
| June 30, 2018 | 13.58% |
| May 31, 2018 | 13.58% |
| April 30, 2018 | 13.58% |
| March 31, 2018 | 13.58% |
| February 28, 2018 | 13.58% |
| January 31, 2018 | 13.58% |
| December 31, 2017 | 13.58% |
| November 30, 2017 | 13.58% |
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
13.58%
Minimum
Jan 2017
46.79%
Maximum
Mar 2020
27.17%
Average
19.20%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.21 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.89% |
| Historical Sharpe Ratio (5Y) | 0.5062 |
| Historical Sortino (5Y) | 0.4465 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.94% |