Xtrackers Blmbrg US InvmtGrdCorp ESG ETF (ESCR)
18.87
+0.12 (+0.64%)
USD |
BATS |
May 19, 16:00
ESCR Max Drawdown (5Y): 19.09% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 19.09% |
| March 31, 2022 | 19.09% |
| February 28, 2022 | 19.09% |
| January 31, 2022 | 19.09% |
| December 31, 2021 | 19.09% |
| November 30, 2021 | 19.09% |
| October 31, 2021 | 19.09% |
| September 30, 2021 | 19.09% |
| August 31, 2021 | 19.09% |
| July 31, 2021 | 19.09% |
| June 30, 2021 | 19.09% |
| May 31, 2021 | 19.09% |
| April 30, 2021 | 19.09% |
| March 31, 2021 | 19.09% |
| February 28, 2021 | 19.09% |
| January 31, 2021 | 19.09% |
| December 31, 2020 | 19.09% |
| November 30, 2020 | 19.09% |
| October 31, 2020 | 19.09% |
| September 30, 2020 | 19.09% |
| August 31, 2020 | 19.09% |
| July 31, 2020 | 19.09% |
| June 30, 2020 | 19.09% |
| May 31, 2020 | 19.09% |
| April 30, 2020 | 19.09% |
| Date | Value |
|---|---|
| March 31, 2020 | 19.09% |
| February 29, 2020 | 8.27% |
| January 31, 2020 | 8.27% |
| December 31, 2019 | 8.27% |
| November 30, 2019 | 8.27% |
| October 31, 2019 | 8.27% |
| September 30, 2019 | 8.27% |
| August 31, 2019 | 8.27% |
| July 31, 2019 | 8.27% |
| June 30, 2019 | 8.27% |
| May 31, 2019 | 8.27% |
| April 30, 2019 | 8.27% |
| March 31, 2019 | 8.27% |
| February 28, 2019 | 8.27% |
| January 31, 2019 | 8.27% |
| December 31, 2018 | 8.27% |
| November 30, 2018 | 8.27% |
| October 31, 2018 | 8.27% |
| September 30, 2018 | 8.27% |
| August 31, 2018 | 8.27% |
| July 31, 2018 | 8.27% |
| June 30, 2018 | 8.27% |
| May 31, 2018 | 8.27% |
| April 30, 2018 | 8.27% |
| March 31, 2018 | 8.27% |
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
8.27%
Minimum
May 2017
19.09%
Maximum
Mar 2020
12.96%
Average
8.27%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.687 |
| Beta (5Y) | 0.7887 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.03% |
| Historical Sharpe Ratio (5Y) | -0.2468 |
| Historical Sortino (5Y) | -0.2545 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.40% |