Vanguard Interm-Term Bond ETF (BIV)
72.64
-0.41
(-0.56%)
USD |
NYSEARCA |
Sep 21, 16:00
72.42
-0.22
(-0.30%)
After-Hours: 07:58
BIV Max Drawdown (5Y): 18.95% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 18.95% |
| July 31, 2023 | 18.95% |
| June 30, 2023 | 18.95% |
| May 31, 2023 | 18.95% |
| April 30, 2023 | 18.95% |
| March 31, 2023 | 18.95% |
| February 28, 2023 | 18.95% |
| January 31, 2023 | 18.95% |
| December 31, 2022 | 18.95% |
| November 30, 2022 | 18.95% |
| October 31, 2022 | 18.95% |
| September 30, 2022 | 17.89% |
| August 31, 2022 | 15.37% |
| July 31, 2022 | 15.37% |
| June 30, 2022 | 15.37% |
| May 31, 2022 | 13.04% |
| April 30, 2022 | 12.14% |
| March 31, 2022 | 9.53% |
| February 28, 2022 | 9.16% |
| January 31, 2022 | 9.16% |
| December 31, 2021 | 9.16% |
| November 30, 2021 | 9.16% |
| October 31, 2021 | 9.16% |
| September 30, 2021 | 9.16% |
| August 31, 2021 | 9.16% |
| Date | Value |
|---|---|
| July 31, 2021 | 9.16% |
| June 30, 2021 | 9.16% |
| May 31, 2021 | 9.16% |
| April 30, 2021 | 9.16% |
| March 31, 2021 | 9.16% |
| February 28, 2021 | 9.16% |
| January 31, 2021 | 9.16% |
| December 31, 2020 | 9.16% |
| November 30, 2020 | 9.16% |
| October 31, 2020 | 9.16% |
| September 30, 2020 | 9.16% |
| August 31, 2020 | 9.16% |
| July 31, 2020 | 9.16% |
| June 30, 2020 | 9.16% |
| May 31, 2020 | 9.16% |
| April 30, 2020 | 9.16% |
| March 31, 2020 | 9.16% |
| February 29, 2020 | 5.93% |
| January 31, 2020 | 5.93% |
| December 31, 2019 | 5.93% |
| November 30, 2019 | 5.93% |
| October 31, 2019 | 5.93% |
| September 30, 2019 | 5.93% |
| August 31, 2019 | 5.93% |
| July 31, 2019 | 5.93% |
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
5.93%
Minimum
Sep 2018
18.95%
Maximum
Oct 2022
10.56%
Average
9.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7719 |
| Beta (5Y) | 1.122 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7719 |
| Beta (vs YCharts Benchmark) (5Y) | 1.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.39% |
| Historical Sharpe Ratio (5Y) | -0.0487 |
| Historical Sortino (5Y) | -0.0677 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.30% |