WisdomTree Europe Quality Div Gr ETF (EUDG)
32.01
+0.35
(+1.10%)
USD |
NYSEARCA |
May 03, 16:00
EUDG Max Drawdown (5Y): 33.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.76% |
March 31, 2024 | 33.76% |
February 29, 2024 | 33.76% |
January 31, 2024 | 33.76% |
December 31, 2023 | 33.76% |
November 30, 2023 | 33.76% |
October 31, 2023 | 33.76% |
September 30, 2023 | 33.76% |
August 31, 2023 | 33.76% |
July 31, 2023 | 33.76% |
June 30, 2023 | 33.76% |
May 31, 2023 | 33.76% |
April 30, 2023 | 33.76% |
March 31, 2023 | 33.76% |
February 28, 2023 | 33.76% |
January 31, 2023 | 33.76% |
December 31, 2022 | 33.76% |
November 30, 2022 | 33.76% |
October 31, 2022 | 33.76% |
September 30, 2022 | 33.76% |
August 31, 2022 | 33.76% |
July 31, 2022 | 33.76% |
June 30, 2022 | 33.76% |
May 31, 2022 | 33.76% |
April 30, 2022 | 33.76% |
Date | Value |
---|---|
March 31, 2022 | 33.76% |
February 28, 2022 | 33.76% |
January 31, 2022 | 33.76% |
December 31, 2021 | 33.76% |
November 30, 2021 | 33.76% |
October 31, 2021 | 33.76% |
September 30, 2021 | 33.76% |
August 31, 2021 | 33.76% |
July 31, 2021 | 33.76% |
June 30, 2021 | 33.76% |
May 31, 2021 | 33.76% |
April 30, 2021 | 33.76% |
March 31, 2021 | 33.76% |
February 28, 2021 | 33.76% |
January 31, 2021 | 33.76% |
December 31, 2020 | 33.76% |
November 30, 2020 | 33.76% |
October 31, 2020 | 33.76% |
September 30, 2020 | 33.76% |
August 31, 2020 | 33.76% |
July 31, 2020 | 33.76% |
June 30, 2020 | 33.76% |
May 31, 2020 | 33.76% |
April 30, 2020 | 33.76% |
March 31, 2020 | 33.76% |
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
22.07%
Minimum
May 2019
33.76%
Maximum
Mar 2020
31.81%
Average
33.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.827 |
Beta (5Y) | 0.9982 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2398 |
Beta (vs YCharts Benchmark) (5Y) | 0.9353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.10% |
Historical Sharpe Ratio (5Y) | 0.2391 |
Historical Sortino (5Y) | 0.2898 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.07% |