WisdomTree Inc (WT)
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+0.19
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USD |
NYSE |
May 03, 16:00
9.26
0.00 (0.00%)
After-Hours: 20:00
WisdomTree Max Drawdown (5Y): 91.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.14% |
March 31, 2024 | 91.14% |
February 29, 2024 | 91.14% |
January 31, 2024 | 91.14% |
December 31, 2023 | 91.14% |
November 30, 2023 | 91.14% |
October 31, 2023 | 91.14% |
September 30, 2023 | 91.14% |
August 31, 2023 | 91.14% |
July 31, 2023 | 91.14% |
June 30, 2023 | 91.14% |
May 31, 2023 | 91.14% |
April 30, 2023 | 91.14% |
March 31, 2023 | 91.14% |
February 28, 2023 | 91.14% |
January 31, 2023 | 91.14% |
December 31, 2022 | 91.14% |
November 30, 2022 | 91.14% |
October 31, 2022 | 91.14% |
September 30, 2022 | 91.14% |
August 31, 2022 | 91.14% |
July 31, 2022 | 91.14% |
June 30, 2022 | 91.14% |
May 31, 2022 | 91.14% |
April 30, 2022 | 91.14% |
Date | Value |
---|---|
March 31, 2022 | 91.14% |
February 28, 2022 | 91.14% |
January 31, 2022 | 91.14% |
December 31, 2021 | 91.14% |
November 30, 2021 | 91.14% |
October 31, 2021 | 91.14% |
September 30, 2021 | 91.14% |
August 31, 2021 | 91.14% |
July 31, 2021 | 91.14% |
June 30, 2021 | 91.14% |
May 31, 2021 | 91.14% |
April 30, 2021 | 91.14% |
March 31, 2021 | 91.14% |
February 28, 2021 | 91.14% |
January 31, 2021 | 91.14% |
December 31, 2020 | 91.14% |
November 30, 2020 | 91.14% |
October 31, 2020 | 91.14% |
September 30, 2020 | 91.14% |
August 31, 2020 | 91.14% |
July 31, 2020 | 91.14% |
June 30, 2020 | 91.14% |
May 31, 2020 | 91.14% |
April 30, 2020 | 91.14% |
March 31, 2020 | 91.14% |
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
74.93%
Minimum
May 2019
91.14%
Maximum
Mar 2020
89.17%
Average
91.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco Ltd | 79.73% |
Virtus Investment Partners Inc | 58.70% |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.91 |
Beta (5Y) | 1.484 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.35% |
Historical Sharpe Ratio (5Y) | 0.1148 |
Historical Sortino (5Y) | 0.1503 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.91% |