Vanguard Total Bond Market ETF (BND)
73.00
+0.17
(+0.23%)
USD |
NASDAQ |
Nov 05, 16:00
73.06
+0.06
(+0.08%)
After-Hours: 20:00
BND Max Drawdown (5Y): 18.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 18.58% |
| September 30, 2024 | 18.58% |
| August 31, 2024 | 18.58% |
| July 31, 2024 | 18.58% |
| June 30, 2024 | 18.58% |
| May 31, 2024 | 18.58% |
| April 30, 2024 | 18.58% |
| March 31, 2024 | 18.58% |
| February 29, 2024 | 18.58% |
| January 31, 2024 | 18.58% |
| December 31, 2023 | 18.58% |
| November 30, 2023 | 18.58% |
| October 31, 2023 | 18.58% |
| September 30, 2023 | 18.58% |
| August 31, 2023 | 18.58% |
| July 31, 2023 | 18.58% |
| June 30, 2023 | 18.58% |
| May 31, 2023 | 18.58% |
| April 30, 2023 | 18.58% |
| March 31, 2023 | 18.58% |
| February 28, 2023 | 18.58% |
| January 31, 2023 | 18.58% |
| December 31, 2022 | 18.58% |
| November 30, 2022 | 18.58% |
| October 31, 2022 | 18.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.13% |
| August 31, 2022 | 14.69% |
| July 31, 2022 | 14.69% |
| June 30, 2022 | 14.69% |
| May 31, 2022 | 12.59% |
| April 30, 2022 | 11.66% |
| March 31, 2022 | 8.96% |
| February 28, 2022 | 8.67% |
| January 31, 2022 | 8.67% |
| December 31, 2021 | 8.67% |
| November 30, 2021 | 8.67% |
| October 31, 2021 | 8.67% |
| September 30, 2021 | 8.67% |
| August 31, 2021 | 8.67% |
| July 31, 2021 | 8.67% |
| June 30, 2021 | 8.67% |
| May 31, 2021 | 8.67% |
| April 30, 2021 | 8.67% |
| March 31, 2021 | 8.67% |
| February 28, 2021 | 8.67% |
| January 31, 2021 | 8.67% |
| December 31, 2020 | 8.67% |
| November 30, 2020 | 8.67% |
| October 31, 2020 | 8.67% |
| September 30, 2020 | 8.67% |
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
4.75%
Minimum
Nov 2019
18.58%
Maximum
Oct 2022
13.10%
Average
12.12%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0381 |
| Beta (5Y) | 1.012 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0381 |
| Beta (vs YCharts Benchmark) (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.43% |
| Historical Sharpe Ratio (5Y) | -0.4023 |
| Historical Sortino (5Y) | -0.6446 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.05% |