WisdomTree International Mltfctr (DWMF)
27.01
+0.03
(+0.09%)
USD |
NYSEARCA |
Jun 10, 16:00
26.99
-0.02
(-0.07%)
After-Hours: 20:00
DWMF Max Drawdown (5Y): 29.71% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 29.71% |
April 30, 2024 | 29.71% |
March 31, 2024 | 29.71% |
February 29, 2024 | 29.71% |
January 31, 2024 | 29.71% |
December 31, 2023 | 29.71% |
November 30, 2023 | 29.71% |
October 31, 2023 | 29.71% |
September 30, 2023 | 29.71% |
August 31, 2023 | 29.71% |
July 31, 2023 | 29.71% |
June 30, 2023 | 29.71% |
May 31, 2023 | 29.71% |
April 30, 2023 | 29.71% |
March 31, 2023 | 29.71% |
February 28, 2023 | 29.71% |
January 31, 2023 | 29.71% |
December 31, 2022 | 29.71% |
November 30, 2022 | 29.71% |
October 31, 2022 | 29.71% |
September 30, 2022 | 29.71% |
August 31, 2022 | 29.71% |
July 31, 2022 | 29.71% |
June 30, 2022 | 29.71% |
May 31, 2022 | 29.71% |
Date | Value |
---|---|
April 30, 2022 | 29.71% |
March 31, 2022 | 29.71% |
February 28, 2022 | 29.71% |
January 31, 2022 | 29.71% |
December 31, 2021 | 29.71% |
November 30, 2021 | 29.71% |
October 31, 2021 | 29.71% |
September 30, 2021 | 29.71% |
August 31, 2021 | 29.71% |
July 31, 2021 | 29.71% |
June 30, 2021 | 29.71% |
May 31, 2021 | 29.71% |
April 30, 2021 | 29.71% |
March 31, 2021 | 29.71% |
February 28, 2021 | 29.71% |
January 31, 2021 | 29.71% |
December 31, 2020 | 29.71% |
November 30, 2020 | 29.71% |
October 31, 2020 | 29.71% |
September 30, 2020 | 29.71% |
August 31, 2020 | 29.71% |
July 31, 2020 | 29.71% |
June 30, 2020 | 29.71% |
May 31, 2020 | 29.71% |
April 30, 2020 | 29.71% |
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
11.53%
Minimum
Jun 2019
29.71%
Maximum
Mar 2020
26.98%
Average
29.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5559 |
Beta (5Y) | 0.6078 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2412 |
Beta (vs YCharts Benchmark) (5Y) | 0.6084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.16% |
Historical Sharpe Ratio (5Y) | 0.2414 |
Historical Sortino (5Y) | 0.2265 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.17% |