WisdomTree BioRevolution ETF (WDNA)

15.82 +0.11 (+0.69%) USD  |  BATS  |  Nov 04, 16:00
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WDNA Historical Sharpe Ratio (3Y)

Historical Sharpe Ratio (3Y) Chart

View Historical Sharpe Ratio (3Y) for WDNA.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (3Y) Data

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Date Value
September 30, 2024 --
Date Value
August 31, 2024 --

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (3Y) Range, Past 5 Years

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Minimum
Aug 2024
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Maximum
Sep 2024
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Average
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Median

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Historical Sharpe Ratio (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sortino (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade