Vanguard Total World Bond ETF (BNDW)
67.10
-0.29
(-0.43%)
USD |
NASDAQ |
Apr 24, 16:00
67.10
0.00 (0.00%)
After-Hours: 18:18
BNDW Max Drawdown (5Y): 17.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 17.22% |
| February 29, 2024 | 17.22% |
| January 31, 2024 | 17.22% |
| December 31, 2023 | 17.22% |
| November 30, 2023 | 17.22% |
| October 31, 2023 | 17.22% |
| September 30, 2023 | 17.22% |
| August 31, 2023 | 17.22% |
| July 31, 2023 | 17.22% |
| June 30, 2023 | 17.22% |
| May 31, 2023 | 17.22% |
| April 30, 2023 | 17.22% |
| March 31, 2023 | 17.22% |
| February 28, 2023 | 17.22% |
| January 31, 2023 | 17.22% |
| December 31, 2022 | 17.22% |
| November 30, 2022 | 17.22% |
| October 31, 2022 | 17.22% |
| September 30, 2022 | 16.19% |
| August 31, 2022 | 14.20% |
| July 31, 2022 | 14.20% |
| June 30, 2022 | 14.20% |
| May 31, 2022 | 11.41% |
| April 30, 2022 | 10.56% |
| March 31, 2022 | 7.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 7.55% |
| January 31, 2022 | 7.55% |
| December 31, 2021 | 7.55% |
| November 30, 2021 | 7.55% |
| October 31, 2021 | 7.55% |
| September 30, 2021 | 7.55% |
| August 31, 2021 | 7.55% |
| July 31, 2021 | 7.55% |
| June 30, 2021 | 7.55% |
| May 31, 2021 | 7.55% |
| April 30, 2021 | 7.55% |
| March 31, 2021 | 7.55% |
| February 28, 2021 | 7.55% |
| January 31, 2021 | 7.55% |
| December 31, 2020 | 7.55% |
| November 30, 2020 | 7.55% |
| October 31, 2020 | 7.55% |
| September 30, 2020 | 7.55% |
| August 31, 2020 | 7.55% |
| July 31, 2020 | 7.55% |
| June 30, 2020 | 7.55% |
| May 31, 2020 | 7.55% |
| April 30, 2020 | 7.55% |
| March 31, 2020 | 7.55% |
| February 29, 2020 | 1.96% |
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
1.28%
Minimum
Apr 2019
17.22%
Maximum
Oct 2022
9.97%
Average
7.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1876 |
| Beta (5Y) | 0.9021 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5654 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.77% |
| Historical Sharpe Ratio (5Y) | -0.288 |
| Historical Sortino (5Y) | -0.4315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.01% |