WisdomTree International Equity ETF (DWM)
53.84
-0.19
(-0.34%)
USD |
NYSEARCA |
Apr 24, 16:00
53.64
-0.20
(-0.38%)
After-Hours: 20:00
DWM Max Drawdown (5Y): 37.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.81% |
February 29, 2024 | 37.81% |
January 31, 2024 | 37.81% |
December 31, 2023 | 37.81% |
November 30, 2023 | 37.81% |
October 31, 2023 | 37.81% |
September 30, 2023 | 37.81% |
August 31, 2023 | 37.81% |
July 31, 2023 | 37.81% |
June 30, 2023 | 37.81% |
May 31, 2023 | 37.81% |
April 30, 2023 | 37.81% |
March 31, 2023 | 37.81% |
February 28, 2023 | 37.81% |
January 31, 2023 | 37.81% |
December 31, 2022 | 37.81% |
November 30, 2022 | 37.81% |
October 31, 2022 | 37.81% |
September 30, 2022 | 37.81% |
August 31, 2022 | 37.81% |
July 31, 2022 | 37.81% |
June 30, 2022 | 37.81% |
May 31, 2022 | 37.81% |
April 30, 2022 | 37.81% |
March 31, 2022 | 37.81% |
Date | Value |
---|---|
February 28, 2022 | 37.81% |
January 31, 2022 | 37.81% |
December 31, 2021 | 37.81% |
November 30, 2021 | 37.81% |
October 31, 2021 | 37.81% |
September 30, 2021 | 37.81% |
August 31, 2021 | 37.81% |
July 31, 2021 | 37.81% |
June 30, 2021 | 37.81% |
May 31, 2021 | 37.81% |
April 30, 2021 | 37.81% |
March 31, 2021 | 37.81% |
February 28, 2021 | 37.81% |
January 31, 2021 | 37.81% |
December 31, 2020 | 37.81% |
November 30, 2020 | 37.81% |
October 31, 2020 | 37.81% |
September 30, 2020 | 37.81% |
August 31, 2020 | 37.81% |
July 31, 2020 | 37.81% |
June 30, 2020 | 37.81% |
May 31, 2020 | 37.81% |
April 30, 2020 | 37.81% |
March 31, 2020 | 37.81% |
February 29, 2020 | 23.37% |
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
23.37%
Minimum
Apr 2019
37.81%
Maximum
Mar 2020
35.16%
Average
37.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2562 |
Beta (5Y) | 0.9618 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7511 |
Beta (vs YCharts Benchmark) (5Y) | 0.9624 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.94% |
Historical Sharpe Ratio (5Y) | 0.1881 |
Historical Sortino (5Y) | 0.2009 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.47% |