Western Asset Total Return ETF (WBND)
19.97
-0.02
(-0.13%)
USD |
NASDAQ |
Mar 18, 16:00
19.97
0.00 (0.00%)
After-Hours: 20:00
WBND Max Drawdown (5Y): 29.23% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
February 28, 2022 | 15.72% |
Date | Value |
---|---|
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% |
January 31, 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
Mar 2019
29.23%
Maximum
Oct 2022
17.38%
Average
15.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7428 |
Beta (5Y) | 1.484 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7428 |
Beta (vs YCharts Benchmark) (5Y) | 1.484 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.45% |
Historical Sharpe Ratio (5Y) | -0.2172 |
Historical Sortino (5Y) | -0.2757 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.53% |