WisdomTree US Hi Yld Corp Bd (WFHY)
45.69
-0.32 (-0.70%)
USD |
BATS |
May 18, 16:00
45.69
0.00 (0.00%)
After-Hours: 19:04
WFHY Max Drawdown (5Y): 22.74% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 22.74% |
| March 31, 2022 | 22.74% |
| February 28, 2022 | 22.74% |
| January 31, 2022 | 22.74% |
| December 31, 2021 | 22.74% |
| November 30, 2021 | 22.74% |
| October 31, 2021 | 22.74% |
| September 30, 2021 | 22.74% |
| August 31, 2021 | 22.74% |
| July 31, 2021 | 22.74% |
| June 30, 2021 | 22.74% |
| May 31, 2021 | 22.74% |
| April 30, 2021 | 22.74% |
| March 31, 2021 | 22.74% |
| February 28, 2021 | 22.74% |
| January 31, 2021 | 22.74% |
| December 31, 2020 | 22.74% |
| November 30, 2020 | 22.74% |
| October 31, 2020 | 22.74% |
| September 30, 2020 | 22.74% |
| August 31, 2020 | 22.74% |
| July 31, 2020 | 22.74% |
| June 30, 2020 | 22.74% |
| May 31, 2020 | 22.74% |
| April 30, 2020 | 22.74% |
| Date | Value |
|---|---|
| March 31, 2020 | 22.74% |
| February 29, 2020 | 6.33% |
| January 31, 2020 | 6.33% |
| December 31, 2019 | 6.33% |
| November 30, 2019 | 6.33% |
| October 31, 2019 | 6.33% |
| September 30, 2019 | 6.33% |
| August 31, 2019 | 6.33% |
| July 31, 2019 | 6.33% |
| June 30, 2019 | 6.33% |
| May 31, 2019 | 6.33% |
| April 30, 2019 | 6.33% |
| March 31, 2019 | 6.33% |
| February 28, 2019 | 6.33% |
| January 31, 2019 | 6.33% |
| December 31, 2018 | 6.33% |
| November 30, 2018 | 3.77% |
| October 31, 2018 | 3.56% |
| September 30, 2018 | 3.56% |
| August 31, 2018 | 3.56% |
| July 31, 2018 | 3.56% |
| June 30, 2018 | 3.56% |
| May 31, 2018 | 3.56% |
| April 30, 2018 | 3.56% |
| March 31, 2018 | 3.56% |
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
3.54%
Minimum
May 2017
22.74%
Maximum
Mar 2020
12.56%
Average
6.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.472 |
| Beta (5Y) | 0.7923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.73% |
| Historical Sharpe Ratio (5Y) | 0.3065 |
| Historical Sortino (5Y) | 0.2752 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.37% |