Xtrackers Blmbrg US InvmtGrdCorp ESG ETF (DELISTED) (ESCR:DL)
18.27
0.00 (0.00%)
USD |
BATS |
Mar 28, 16:00
ESCR:DL Max Drawdown (5Y): 24.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 24.06% |
| February 29, 2024 | 24.06% |
| January 31, 2024 | 24.06% |
| December 31, 2023 | 24.06% |
| November 30, 2023 | 24.06% |
| October 31, 2023 | 24.06% |
| September 30, 2023 | 24.06% |
| August 31, 2023 | 24.06% |
| July 31, 2023 | 24.06% |
| June 30, 2023 | 24.06% |
| May 31, 2023 | 24.06% |
| April 30, 2023 | 24.06% |
| March 31, 2023 | 24.06% |
| February 28, 2023 | 24.06% |
| January 31, 2023 | 24.06% |
| December 31, 2022 | 24.06% |
| November 30, 2022 | 24.06% |
| October 31, 2022 | 24.06% |
| September 30, 2022 | 22.72% |
| August 31, 2022 | 19.72% |
| July 31, 2022 | 19.72% |
| June 30, 2022 | 19.72% |
| May 31, 2022 | 19.09% |
| April 30, 2022 | 19.09% |
| March 31, 2022 | 19.09% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 19.09% |
| February 29, 2020 | 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 2019
24.06%
Maximum
Oct 2022
18.86%
Average
19.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.847 |
| Beta (5Y) | 1.181 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.847 |
| Beta (vs YCharts Benchmark) (5Y) | 1.181 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.71% |
| Historical Sharpe Ratio (5Y) | -0.3528 |
| Historical Sortino (5Y) | -0.4316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.21% |