Vanguard Mid-Cap ETF (VO)
248.71
+0.48
(+0.19%)
USD |
NYSEARCA |
May 17, 16:00
248.63
-0.08
(-0.03%)
Pre-Market: 20:00
VO Max Drawdown (5Y): 39.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.38% |
March 31, 2024 | 39.38% |
February 29, 2024 | 39.38% |
January 31, 2024 | 39.38% |
December 31, 2023 | 39.38% |
November 30, 2023 | 39.38% |
October 31, 2023 | 39.38% |
September 30, 2023 | 39.38% |
August 31, 2023 | 39.38% |
July 31, 2023 | 39.38% |
June 30, 2023 | 39.38% |
May 31, 2023 | 39.38% |
April 30, 2023 | 39.38% |
March 31, 2023 | 39.38% |
February 28, 2023 | 39.38% |
January 31, 2023 | 39.38% |
December 31, 2022 | 39.38% |
November 30, 2022 | 39.38% |
October 31, 2022 | 39.38% |
September 30, 2022 | 39.38% |
August 31, 2022 | 39.38% |
July 31, 2022 | 39.38% |
June 30, 2022 | 39.38% |
May 31, 2022 | 39.38% |
April 30, 2022 | 39.38% |
Date | Value |
---|---|
March 31, 2022 | 39.38% |
February 28, 2022 | 39.38% |
January 31, 2022 | 39.38% |
December 31, 2021 | 39.38% |
November 30, 2021 | 39.38% |
October 31, 2021 | 39.38% |
September 30, 2021 | 39.38% |
August 31, 2021 | 39.38% |
July 31, 2021 | 39.38% |
June 30, 2021 | 39.38% |
May 31, 2021 | 39.38% |
April 30, 2021 | 39.38% |
March 31, 2021 | 39.38% |
February 28, 2021 | 39.38% |
January 31, 2021 | 39.38% |
December 31, 2020 | 39.38% |
November 30, 2020 | 39.38% |
October 31, 2020 | 39.38% |
September 30, 2020 | 39.38% |
August 31, 2020 | 39.38% |
July 31, 2020 | 39.38% |
June 30, 2020 | 39.38% |
May 31, 2020 | 39.38% |
April 30, 2020 | 39.38% |
March 31, 2020 | 39.38% |
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
21.21%
Minimum
May 2019
39.38%
Maximum
Mar 2020
36.36%
Average
39.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Schwab US Mid-Cap ETF™ | 42.43% |
JHancock Multifactor Mid Cap ETF | 40.71% |
iShares Russell Mid-Cap ETF | 40.59% |
Invesco Zacks Mid-Cap ETF | 46.18% |
iShares Morningstar Mid-Cap ETF | 40.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.066 |
Beta (5Y) | 1.084 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1658 |
Beta (vs YCharts Benchmark) (5Y) | 0.9775 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.83% |
Historical Sharpe Ratio (5Y) | 0.3213 |
Historical Sortino (5Y) | 0.3582 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |