WisdomTree Intl Hdgd Qual Div Gr ETF (IHDG)
43.38
-0.42
(-0.96%)
USD |
NYSEARCA |
Nov 15, 16:00
43.38
0.00 (0.00%)
After-Hours: 20:00
IHDG Max Drawdown (5Y): 29.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.24% |
| September 30, 2024 | 29.24% |
| August 31, 2024 | 29.24% |
| July 31, 2024 | 29.24% |
| June 30, 2024 | 29.24% |
| May 31, 2024 | 29.24% |
| April 30, 2024 | 29.24% |
| March 31, 2024 | 29.24% |
| February 29, 2024 | 29.24% |
| January 31, 2024 | 29.24% |
| December 31, 2023 | 29.24% |
| November 30, 2023 | 29.24% |
| October 31, 2023 | 29.24% |
| September 30, 2023 | 29.24% |
| August 31, 2023 | 29.24% |
| July 31, 2023 | 29.24% |
| June 30, 2023 | 29.24% |
| May 31, 2023 | 29.24% |
| April 30, 2023 | 29.24% |
| March 31, 2023 | 29.24% |
| February 28, 2023 | 29.24% |
| January 31, 2023 | 29.24% |
| December 31, 2022 | 29.24% |
| November 30, 2022 | 29.24% |
| October 31, 2022 | 29.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.24% |
| August 31, 2022 | 29.24% |
| July 31, 2022 | 29.24% |
| June 30, 2022 | 29.24% |
| May 31, 2022 | 29.24% |
| April 30, 2022 | 29.24% |
| March 31, 2022 | 29.24% |
| February 28, 2022 | 29.24% |
| January 31, 2022 | 29.24% |
| December 31, 2021 | 29.24% |
| November 30, 2021 | 29.24% |
| October 31, 2021 | 29.24% |
| September 30, 2021 | 29.24% |
| August 31, 2021 | 29.24% |
| July 31, 2021 | 29.24% |
| June 30, 2021 | 29.24% |
| May 31, 2021 | 29.24% |
| April 30, 2021 | 29.24% |
| March 31, 2021 | 29.24% |
| February 28, 2021 | 29.24% |
| January 31, 2021 | 29.24% |
| December 31, 2020 | 29.24% |
| November 30, 2020 | 29.24% |
| October 31, 2020 | 29.24% |
| September 30, 2020 | 29.24% |
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
18.50%
Minimum
Nov 2019
29.24%
Maximum
Mar 2020
28.52%
Average
29.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.948 |
| Beta (5Y) | 0.7284 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2631 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7546 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.09% |
| Historical Sharpe Ratio (5Y) | 0.4624 |
| Historical Sortino (5Y) | 0.5198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.59% |