Vanguard Total Bond Market Index Fund ETF (BND)

71.85 -0.36 (-0.50%) USD  |  NASDAQ  |  Dec 24, 16:00
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BND Max Drawdown (5Y): 18.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Vanguard Intermediate-Term Bond Index Fund ETF 18.95%
iShares Core US Aggregate Bond ETF 18.44%
VictoryShares Core Intermediate Bond ETF 17.02%
Goldman Sachs Access US Aggregate Bond ETF --
JPMorgan Active Bond ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.0363
Beta (5Y) 1.012
Alpha (vs YCharts Benchmark) (5Y) 0.0363
Beta (vs YCharts Benchmark) (5Y) 1.012
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.44%
Historical Sharpe Ratio (5Y) -0.3744
Historical Sortino (5Y) -0.607
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.10%