Vanguard Long-Term Bond ETF (BLV)
68.61
-0.05
(-0.07%)
USD |
NYSEARCA |
Apr 18, 09:35
BLV Max Drawdown (5Y): 38.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.28% |
| February 29, 2024 | 38.28% |
| January 31, 2024 | 38.28% |
| December 31, 2023 | 38.28% |
| November 30, 2023 | 38.28% |
| October 31, 2023 | 38.28% |
| September 30, 2023 | 37.23% |
| August 31, 2023 | 37.23% |
| July 31, 2023 | 37.23% |
| June 30, 2023 | 37.23% |
| May 31, 2023 | 37.23% |
| April 30, 2023 | 37.23% |
| March 31, 2023 | 37.23% |
| February 28, 2023 | 37.23% |
| January 31, 2023 | 37.23% |
| December 31, 2022 | 37.23% |
| November 30, 2022 | 37.23% |
| October 31, 2022 | 37.23% |
| September 30, 2022 | 33.57% |
| August 31, 2022 | 28.75% |
| July 31, 2022 | 28.75% |
| June 30, 2022 | 28.75% |
| May 31, 2022 | 26.30% |
| April 30, 2022 | 23.79% |
| March 31, 2022 | 20.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 20.04% |
| January 31, 2022 | 20.04% |
| December 31, 2021 | 20.04% |
| November 30, 2021 | 20.04% |
| October 31, 2021 | 20.04% |
| September 30, 2021 | 20.04% |
| August 31, 2021 | 20.04% |
| July 31, 2021 | 20.04% |
| June 30, 2021 | 20.04% |
| May 31, 2021 | 20.04% |
| April 30, 2021 | 20.04% |
| March 31, 2021 | 20.04% |
| February 28, 2021 | 20.04% |
| January 31, 2021 | 20.04% |
| December 31, 2020 | 20.04% |
| November 30, 2020 | 20.04% |
| October 31, 2020 | 20.04% |
| September 30, 2020 | 20.04% |
| August 31, 2020 | 20.04% |
| July 31, 2020 | 20.04% |
| June 30, 2020 | 20.04% |
| May 31, 2020 | 20.04% |
| April 30, 2020 | 20.04% |
| March 31, 2020 | 20.04% |
| February 29, 2020 | 12.37% |
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
12.37%
Minimum
Apr 2019
38.28%
Maximum
Oct 2023
24.72%
Average
20.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9823 |
| Beta (5Y) | 2.231 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9823 |
| Beta (vs YCharts Benchmark) (5Y) | 2.231 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.48% |
| Historical Sharpe Ratio (5Y) | -0.1839 |
| Historical Sortino (5Y) | -0.3203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.37% |