Western Asset Total Return ETF (WBND)
19.49
+0.02
(+0.13%)
USD |
NASDAQ |
Apr 19, 16:00
19.49
0.00 (0.00%)
After-Hours: 16:02
WBND Max Drawdown (5Y): 29.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 29.23% |
| February 29, 2024 | 29.23% |
| January 31, 2024 | 29.23% |
| December 31, 2023 | 29.23% |
| November 30, 2023 | 29.23% |
| October 31, 2023 | 29.23% |
| September 30, 2023 | 29.23% |
| August 31, 2023 | 29.23% |
| July 31, 2023 | 29.23% |
| June 30, 2023 | 29.23% |
| May 31, 2023 | 29.23% |
| April 30, 2023 | 29.23% |
| March 31, 2023 | 29.23% |
| February 28, 2023 | 29.23% |
| January 31, 2023 | 29.23% |
| December 31, 2022 | 29.23% |
| November 30, 2022 | 29.23% |
| October 31, 2022 | 29.23% |
| September 30, 2022 | 26.85% |
| August 31, 2022 | 23.53% |
| July 31, 2022 | 23.53% |
| June 30, 2022 | 23.53% |
| May 31, 2022 | 19.77% |
| April 30, 2022 | 19.25% |
| March 31, 2022 | 15.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 15.72% |
| January 31, 2022 | 15.72% |
| December 31, 2021 | 15.72% |
| November 30, 2021 | 15.72% |
| October 31, 2021 | 15.72% |
| September 30, 2021 | 15.72% |
| August 31, 2021 | 15.72% |
| July 31, 2021 | 15.72% |
| June 30, 2021 | 15.72% |
| May 31, 2021 | 15.72% |
| April 30, 2021 | 15.72% |
| March 31, 2021 | 15.72% |
| February 28, 2021 | 15.72% |
| January 31, 2021 | 15.72% |
| December 31, 2020 | 15.72% |
| November 30, 2020 | 15.72% |
| October 31, 2020 | 15.72% |
| September 30, 2020 | 15.72% |
| August 31, 2020 | 15.72% |
| July 31, 2020 | 15.72% |
| June 30, 2020 | 15.72% |
| May 31, 2020 | 15.72% |
| April 30, 2020 | 15.72% |
| March 31, 2020 | 15.72% |
| February 29, 2020 | 1.58% |
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
1.24%
Minimum
Apr 2019
29.23%
Maximum
Oct 2022
17.85%
Average
15.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5464 |
| Beta (5Y) | 1.494 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5464 |
| Beta (vs YCharts Benchmark) (5Y) | 1.494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.46% |
| Historical Sharpe Ratio (5Y) | -0.2857 |
| Historical Sortino (5Y) | -0.3633 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.53% |