WisdomTree US Shrt-Term Corp Bd (SFIG)
47.69
-0.07
(-0.15%)
USD |
BATS |
Mar 28, 16:00
SFIG Max Drawdown (5Y): 12.35% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 12.35% |
January 31, 2024 | 12.35% |
December 31, 2023 | 12.35% |
November 30, 2023 | 12.35% |
October 31, 2023 | 12.35% |
September 30, 2023 | 12.35% |
August 31, 2023 | 12.35% |
July 31, 2023 | 12.35% |
June 30, 2023 | 12.35% |
May 31, 2023 | 12.35% |
April 30, 2023 | 12.35% |
March 31, 2023 | 12.35% |
February 28, 2023 | 12.35% |
January 31, 2023 | 12.35% |
December 31, 2022 | 12.35% |
November 30, 2022 | 12.35% |
October 31, 2022 | 12.35% |
September 30, 2022 | 12.35% |
August 31, 2022 | 12.35% |
July 31, 2022 | 12.35% |
June 30, 2022 | 12.35% |
May 31, 2022 | 12.35% |
April 30, 2022 | 12.35% |
March 31, 2022 | 12.35% |
February 28, 2022 | 12.35% |
Date | Value |
---|---|
January 31, 2022 | 12.35% |
December 31, 2021 | 12.35% |
November 30, 2021 | 12.35% |
October 31, 2021 | 12.35% |
September 30, 2021 | 12.35% |
August 31, 2021 | 12.35% |
July 31, 2021 | 12.35% |
June 30, 2021 | 12.35% |
May 31, 2021 | 12.35% |
April 30, 2021 | 12.35% |
March 31, 2021 | 12.35% |
February 28, 2021 | 12.35% |
January 31, 2021 | 12.35% |
December 31, 2020 | 12.35% |
November 30, 2020 | 12.35% |
October 31, 2020 | 12.35% |
September 30, 2020 | 12.35% |
August 31, 2020 | 12.35% |
July 31, 2020 | 12.35% |
June 30, 2020 | 12.35% |
May 31, 2020 | 12.35% |
April 30, 2020 | 12.35% |
March 31, 2020 | 12.35% |
February 29, 2020 | 1.48% |
January 31, 2020 | 1.48% |
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
1.48%
Minimum
Mar 2019
12.35%
Maximum
Mar 2020
10.18%
Average
12.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3812 |
Beta (5Y) | 0.5114 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3812 |
Beta (vs YCharts Benchmark) (5Y) | 0.5114 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.44% |
Historical Sharpe Ratio (5Y) | -0.0592 |
Historical Sortino (5Y) | -0.0681 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.62% |