Xtrackers JPMorgan ESG USD HY Corp BdETF (ESHY)
17.88
+0.09
(+0.51%)
USD |
BATS |
Sep 22, 16:00
ESHY Max Drawdown (5Y): 26.94% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2023 | 26.94% |
July 31, 2023 | 26.94% |
June 30, 2023 | 26.94% |
May 31, 2023 | 26.94% |
April 30, 2023 | 26.94% |
March 31, 2023 | 26.94% |
February 28, 2023 | 26.94% |
January 31, 2023 | 26.94% |
December 31, 2022 | 26.94% |
November 30, 2022 | 26.94% |
October 31, 2022 | 26.94% |
September 30, 2022 | 26.94% |
August 31, 2022 | 26.94% |
July 31, 2022 | 26.94% |
June 30, 2022 | 26.94% |
May 31, 2022 | 26.94% |
April 30, 2022 | 26.94% |
March 31, 2022 | 26.94% |
February 28, 2022 | 26.94% |
January 31, 2022 | 26.94% |
December 31, 2021 | 26.94% |
November 30, 2021 | 26.94% |
October 31, 2021 | 26.94% |
September 30, 2021 | 26.94% |
August 31, 2021 | 26.94% |
Date | Value |
---|---|
July 31, 2021 | 26.94% |
June 30, 2021 | 26.94% |
May 31, 2021 | 26.94% |
April 30, 2021 | 26.94% |
March 31, 2021 | 26.94% |
February 28, 2021 | 26.94% |
January 31, 2021 | 26.94% |
December 31, 2020 | 26.94% |
November 30, 2020 | 26.94% |
October 31, 2020 | 26.94% |
September 30, 2020 | 26.94% |
August 31, 2020 | 26.94% |
July 31, 2020 | 26.94% |
June 30, 2020 | 26.94% |
May 31, 2020 | 26.94% |
April 30, 2020 | 26.94% |
March 31, 2020 | 26.94% |
February 29, 2020 | 16.01% |
January 31, 2020 | 16.01% |
December 31, 2019 | 16.01% |
November 30, 2019 | 16.01% |
October 31, 2019 | 16.01% |
September 30, 2019 | 16.01% |
August 31, 2019 | 16.01% |
July 31, 2019 | 16.01% |
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
16.01%
Minimum
Sep 2018
26.94%
Maximum
Mar 2020
23.66%
Average
26.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5819 |
Beta (5Y) | 0.8076 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5819 |
Beta (vs YCharts Benchmark) (5Y) | 0.8076 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.59% |
Historical Sharpe Ratio (5Y) | 0.0238 |
Historical Sortino (5Y) | 0.0236 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.05% |