Western Asset Total Return ETF (WBND)
19.86
-0.01
(-0.03%)
USD |
NASDAQ |
Nov 14, 16:00
19.92
+0.06
(+0.31%)
After-Hours: 20:00
WBND Max Drawdown (5Y): 29.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.23% |
| September 30, 2024 | 29.23% |
| August 31, 2024 | 29.23% |
| July 31, 2024 | 29.23% |
| June 30, 2024 | 29.23% |
| May 31, 2024 | 29.23% |
| April 30, 2024 | 29.23% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
1.58%
Minimum
Nov 2019
29.23%
Maximum
Oct 2022
21.11%
Average
19.51%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5829 |
| Beta (5Y) | 1.483 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5829 |
| Beta (vs YCharts Benchmark) (5Y) | 1.483 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.60% |
| Historical Sharpe Ratio (5Y) | -0.4178 |
| Historical Sortino (5Y) | -0.5534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.53% |