Vanguard Extended Duration Trs ETF (EDV)
71.93
+0.69
(+0.97%)
USD |
NYSEARCA |
May 07, 15:54
EDV Max Drawdown (5Y): 59.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.94% |
| March 31, 2024 | 59.94% |
| February 29, 2024 | 59.94% |
| January 31, 2024 | 59.94% |
| December 31, 2023 | 59.94% |
| November 30, 2023 | 59.94% |
| October 31, 2023 | 59.94% |
| September 30, 2023 | 56.01% |
| August 31, 2023 | 54.28% |
| July 31, 2023 | 54.28% |
| June 30, 2023 | 54.28% |
| May 31, 2023 | 54.28% |
| April 30, 2023 | 54.28% |
| March 31, 2023 | 54.28% |
| February 28, 2023 | 54.28% |
| January 31, 2023 | 54.28% |
| December 31, 2022 | 54.28% |
| November 30, 2022 | 54.28% |
| October 31, 2022 | 54.28% |
| September 30, 2022 | 47.92% |
| August 31, 2022 | 42.94% |
| July 31, 2022 | 42.94% |
| June 30, 2022 | 42.94% |
| May 31, 2022 | 39.89% |
| April 30, 2022 | 35.79% |
| Date | Value |
|---|---|
| March 31, 2022 | 29.26% |
| February 28, 2022 | 27.32% |
| January 31, 2022 | 27.32% |
| December 31, 2021 | 27.32% |
| November 30, 2021 | 27.32% |
| October 31, 2021 | 27.32% |
| September 30, 2021 | 27.32% |
| August 31, 2021 | 27.32% |
| July 31, 2021 | 27.32% |
| June 30, 2021 | 27.32% |
| May 31, 2021 | 27.32% |
| April 30, 2021 | 27.32% |
| March 31, 2021 | 27.32% |
| February 28, 2021 | 24.33% |
| January 31, 2021 | 24.19% |
| December 31, 2020 | 24.19% |
| November 30, 2020 | 24.19% |
| October 31, 2020 | 24.19% |
| September 30, 2020 | 24.19% |
| August 31, 2020 | 24.19% |
| July 31, 2020 | 24.19% |
| June 30, 2020 | 24.19% |
| May 31, 2020 | 24.19% |
| April 30, 2020 | 24.19% |
| March 31, 2020 | 24.19% |
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
24.19%
Minimum
May 2019
59.94%
Maximum
Oct 2023
36.91%
Average
27.32%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.792 |
| Beta (5Y) | 3.111 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.792 |
| Beta (vs YCharts Benchmark) (5Y) | 3.111 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.26% |
| Historical Sharpe Ratio (5Y) | -0.3886 |
| Historical Sortino (5Y) | -0.7451 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.89% |