WisdomTree Yield Enh US S-T Aggt Bd ETF (SHAG)
47.30
-0.02
(-0.05%)
USD |
BATS |
Nov 14, 16:00
47.34
+0.04
(+0.08%)
Pre-Market: 20:00
SHAG Max Drawdown (5Y): 9.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 9.62% |
| September 30, 2024 | 9.62% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 9.12% |
| August 31, 2022 | 8.10% |
| 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% |
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
Nov 2019
9.62%
Maximum
Oct 2022
7.31%
Average
6.43%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1033 |
| Beta (5Y) | 0.4588 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1033 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.34% |
| Historical Sharpe Ratio (5Y) | -0.3869 |
| Historical Sortino (5Y) | -0.5299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.62% |