WisdomTree Emerging Markets Lcl Dbt ETF (ELD)
26.80
-0.09
(-0.32%)
USD |
NYSEARCA |
May 31, 16:00
26.73
-0.07
(-0.28%)
After-Hours: 20:00
ELD Max Drawdown (5Y): 25.15% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 25.15% |
| April 30, 2024 | 25.15% |
| March 31, 2024 | 25.15% |
| February 29, 2024 | 25.15% |
| January 31, 2024 | 25.15% |
| December 31, 2023 | 25.15% |
| November 30, 2023 | 25.15% |
| October 31, 2023 | 25.15% |
| September 30, 2023 | 25.15% |
| August 31, 2023 | 25.15% |
| July 31, 2023 | 25.15% |
| June 30, 2023 | 25.15% |
| May 31, 2023 | 25.15% |
| April 30, 2023 | 25.15% |
| March 31, 2023 | 25.15% |
| February 28, 2023 | 25.15% |
| January 31, 2023 | 25.15% |
| December 31, 2022 | 25.15% |
| November 30, 2022 | 25.15% |
| October 31, 2022 | 25.15% |
| September 30, 2022 | 24.20% |
| August 31, 2022 | 24.10% |
| July 31, 2022 | 24.10% |
| June 30, 2022 | 23.35% |
| May 31, 2022 | 23.35% |
| Date | Value |
|---|---|
| April 30, 2022 | 23.35% |
| March 31, 2022 | 23.35% |
| February 28, 2022 | 23.35% |
| January 31, 2022 | 23.35% |
| December 31, 2021 | 23.35% |
| November 30, 2021 | 23.35% |
| October 31, 2021 | 23.35% |
| September 30, 2021 | 24.30% |
| August 31, 2021 | 24.58% |
| July 31, 2021 | 24.58% |
| June 30, 2021 | 24.58% |
| May 31, 2021 | 24.58% |
| April 30, 2021 | 24.58% |
| March 31, 2021 | 24.70% |
| February 28, 2021 | 24.70% |
| January 31, 2021 | 24.70% |
| December 31, 2020 | 26.58% |
| November 30, 2020 | 30.27% |
| October 31, 2020 | 31.92% |
| September 30, 2020 | 31.92% |
| August 31, 2020 | 31.92% |
| July 31, 2020 | 31.92% |
| June 30, 2020 | 31.92% |
| May 31, 2020 | 31.92% |
| April 30, 2020 | 31.92% |
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
23.35%
Minimum
Oct 2021
31.92%
Maximum
Jun 2019
26.77%
Average
25.15%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8521 |
| Beta (5Y) | 1.146 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2998 |
| Beta (vs YCharts Benchmark) (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.90% |
| Historical Sharpe Ratio (5Y) | -0.1358 |
| Historical Sortino (5Y) | -0.1605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.70% |