VanEck Vectors Fallen Angel HiYld Bd ETF (ANGL)
33.10
+0.02 (+0.06%)
USD |
Jul 30, 20:00
ANGL Max Drawdown (5Y): 29.31% for June 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2021 | 29.31% |
| May 31, 2021 | 29.31% |
| April 30, 2021 | 29.31% |
| March 31, 2021 | 29.31% |
| February 28, 2021 | 29.31% |
| January 31, 2021 | 29.31% |
| December 31, 2020 | 29.31% |
| November 30, 2020 | 32.60% |
| October 31, 2020 | 33.16% |
| September 30, 2020 | 33.16% |
| August 31, 2020 | 33.16% |
| July 31, 2020 | 33.16% |
| June 30, 2020 | 33.16% |
| May 31, 2020 | 33.16% |
| April 30, 2020 | 33.16% |
| March 31, 2020 | 33.16% |
| February 29, 2020 | 33.16% |
| January 31, 2020 | 33.16% |
| December 31, 2019 | 33.16% |
| November 30, 2019 | 33.16% |
| October 31, 2019 | 33.16% |
| September 30, 2019 | 33.16% |
| August 31, 2019 | 33.16% |
| July 31, 2019 | 33.16% |
| June 30, 2019 | 33.16% |
| Date | Value |
|---|---|
| May 31, 2019 | 33.16% |
| April 30, 2019 | 33.16% |
| March 31, 2019 | 33.16% |
| February 28, 2019 | 33.16% |
| January 31, 2019 | 33.16% |
| December 31, 2018 | 33.16% |
| November 30, 2018 | 33.16% |
| October 31, 2018 | 33.16% |
| September 30, 2018 | 33.16% |
| August 31, 2018 | 33.16% |
| July 31, 2018 | 34.44% |
| June 30, 2018 | 34.69% |
| May 31, 2018 | 35.07% |
| April 30, 2018 | 35.07% |
| March 31, 2018 | 35.07% |
| February 28, 2018 | 35.07% |
| January 31, 2018 | 35.07% |
| December 31, 2017 | 35.07% |
| November 30, 2017 | 35.07% |
| October 31, 2017 | 35.07% |
| September 30, 2017 | 35.07% |
| August 31, 2017 | 35.07% |
| July 31, 2017 | 35.07% |
| June 30, 2017 | 35.07% |
| May 31, 2017 | 35.07% |
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
29.31%
Minimum
Dec 2020
35.07%
Maximum
Aug 2016
33.45%
Average
33.16%
Median
Aug 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.388 |
| Beta (5Y) | 0.8168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.57% |
| Historical Sharpe Ratio (5Y) | 0.7339 |
| Historical Sortino (5Y) | 0.6112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.41% |