Vanguard Total International Bond ETF (BNDX)
48.36
-0.22
(-0.45%)
USD |
NASDAQ |
Apr 24, 16:00
48.36
0.00 (0.00%)
After-Hours: 20:00
BNDX Max Drawdown (5Y): 16.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 16.23% |
| February 29, 2024 | 16.23% |
| January 31, 2024 | 16.23% |
| December 31, 2023 | 16.23% |
| November 30, 2023 | 16.23% |
| October 31, 2023 | 16.23% |
| September 30, 2023 | 16.23% |
| August 31, 2023 | 16.23% |
| July 31, 2023 | 16.23% |
| June 30, 2023 | 16.23% |
| May 31, 2023 | 16.23% |
| April 30, 2023 | 16.23% |
| March 31, 2023 | 16.23% |
| February 28, 2023 | 16.23% |
| January 31, 2023 | 16.23% |
| December 31, 2022 | 16.23% |
| November 30, 2022 | 16.23% |
| October 31, 2022 | 16.23% |
| September 30, 2022 | 15.71% |
| August 31, 2022 | 14.11% |
| July 31, 2022 | 14.11% |
| June 30, 2022 | 14.11% |
| May 31, 2022 | 10.78% |
| April 30, 2022 | 9.85% |
| March 31, 2022 | 7.66% |
| Date | Value |
|---|---|
| February 28, 2022 | 5.89% |
| January 31, 2022 | 5.89% |
| December 31, 2021 | 5.89% |
| November 30, 2021 | 5.89% |
| October 31, 2021 | 5.89% |
| September 30, 2021 | 5.89% |
| August 31, 2021 | 5.89% |
| July 31, 2021 | 5.89% |
| June 30, 2021 | 5.89% |
| May 31, 2021 | 5.89% |
| April 30, 2021 | 5.89% |
| March 31, 2021 | 5.89% |
| February 28, 2021 | 5.89% |
| January 31, 2021 | 5.89% |
| December 31, 2020 | 5.89% |
| November 30, 2020 | 5.89% |
| October 31, 2020 | 5.89% |
| September 30, 2020 | 5.89% |
| August 31, 2020 | 5.89% |
| July 31, 2020 | 5.89% |
| June 30, 2020 | 5.89% |
| May 31, 2020 | 5.89% |
| April 30, 2020 | 5.89% |
| March 31, 2020 | 5.89% |
| February 29, 2020 | 3.89% |
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
3.89%
Minimum
Apr 2019
16.23%
Maximum
Oct 2022
9.38%
Average
5.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Core International Aggt Bd ETF | 13.88% |
| Vanguard Total World Bond ETF | 17.22% |
| iShares USD Green Bond ETF | 19.16% |
| SPDR® Blmbg Em Mkts Lcl Bd ETF | 29.50% |
| Vanguard Interm-Term Bond ETF | 18.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3919 |
| Beta (5Y) | 0.7839 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.287 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.58% |
| Historical Sharpe Ratio (5Y) | -0.2996 |
| Historical Sortino (5Y) | -0.4331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.01% |