WisdomTree Yield Enh US S-T Aggt Bd ETF (SHAG)
48.03
+0.07
(+0.14%)
USD |
BATS |
Sep 27, 16:00
48.02
-0.01
(-0.03%)
After-Hours: 20:00
SHAG Max Drawdown (5Y): 9.62% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 9.62% |
July 31, 2024 | 9.62% |
June 30, 2024 | 9.62% |
May 31, 2024 | 9.62% |
April 30, 2024 | 9.62% |
March 31, 2024 | 9.62% |
February 29, 2024 | 9.62% |
January 31, 2024 | 9.62% |
December 31, 2023 | 9.62% |
November 30, 2023 | 9.62% |
October 31, 2023 | 9.62% |
September 30, 2023 | 9.62% |
August 31, 2023 | 9.62% |
July 31, 2023 | 9.62% |
June 30, 2023 | 9.62% |
May 31, 2023 | 9.62% |
April 30, 2023 | 9.62% |
March 31, 2023 | 9.62% |
February 28, 2023 | 9.62% |
January 31, 2023 | 9.62% |
December 31, 2022 | 9.62% |
November 30, 2022 | 9.62% |
October 31, 2022 | 9.62% |
September 30, 2022 | 9.12% |
August 31, 2022 | 8.10% |
Date | Value |
---|---|
July 31, 2022 | 8.10% |
June 30, 2022 | 8.10% |
May 31, 2022 | 6.52% |
April 30, 2022 | 6.34% |
March 31, 2022 | 5.80% |
February 28, 2022 | 5.80% |
January 31, 2022 | 5.80% |
December 31, 2021 | 5.80% |
November 30, 2021 | 5.80% |
October 31, 2021 | 5.80% |
September 30, 2021 | 5.80% |
August 31, 2021 | 5.80% |
July 31, 2021 | 5.80% |
June 30, 2021 | 5.80% |
May 31, 2021 | 5.80% |
April 30, 2021 | 5.80% |
March 31, 2021 | 5.80% |
February 28, 2021 | 5.80% |
January 31, 2021 | 5.80% |
December 31, 2020 | 5.80% |
November 30, 2020 | 5.80% |
October 31, 2020 | 5.80% |
September 30, 2020 | 5.80% |
August 31, 2020 | 5.80% |
July 31, 2020 | 5.80% |
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
1.79%
Minimum
Sep 2019
9.62%
Maximum
Oct 2022
7.05%
Average
5.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0477 |
Beta (5Y) | 0.4584 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0477 |
Beta (vs YCharts Benchmark) (5Y) | 0.4584 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.30% |
Historical Sharpe Ratio (5Y) | -0.3347 |
Historical Sortino (5Y) | -0.4469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.62% |