Vanguard Mega Cap ETF (MGC)
214.05
-1.30
(-0.60%)
USD |
NYSEARCA |
Nov 14, 16:00
214.05
0.00 (0.00%)
After-Hours: 20:00
MGC Max Drawdown (5Y): 33.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.07% |
| September 30, 2024 | 33.07% |
| August 31, 2024 | 33.07% |
| July 31, 2024 | 33.07% |
| June 30, 2024 | 33.07% |
| May 31, 2024 | 33.07% |
| April 30, 2024 | 33.07% |
| March 31, 2024 | 33.07% |
| February 29, 2024 | 33.07% |
| January 31, 2024 | 33.07% |
| December 31, 2023 | 33.07% |
| November 30, 2023 | 33.07% |
| October 31, 2023 | 33.07% |
| September 30, 2023 | 33.07% |
| August 31, 2023 | 33.07% |
| July 31, 2023 | 33.07% |
| June 30, 2023 | 33.07% |
| May 31, 2023 | 33.07% |
| April 30, 2023 | 33.07% |
| March 31, 2023 | 33.07% |
| February 28, 2023 | 33.07% |
| January 31, 2023 | 33.07% |
| December 31, 2022 | 33.07% |
| November 30, 2022 | 33.07% |
| October 31, 2022 | 33.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.07% |
| August 31, 2022 | 33.07% |
| July 31, 2022 | 33.07% |
| June 30, 2022 | 33.07% |
| May 31, 2022 | 33.07% |
| April 30, 2022 | 33.07% |
| March 31, 2022 | 33.07% |
| February 28, 2022 | 33.07% |
| January 31, 2022 | 33.07% |
| December 31, 2021 | 33.07% |
| November 30, 2021 | 33.07% |
| October 31, 2021 | 33.07% |
| September 30, 2021 | 33.07% |
| August 31, 2021 | 33.07% |
| July 31, 2021 | 33.07% |
| June 30, 2021 | 33.07% |
| May 31, 2021 | 33.07% |
| April 30, 2021 | 33.07% |
| March 31, 2021 | 33.07% |
| February 28, 2021 | 33.07% |
| January 31, 2021 | 33.07% |
| December 31, 2020 | 33.07% |
| November 30, 2020 | 33.07% |
| October 31, 2020 | 33.07% |
| September 30, 2020 | 33.07% |
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
19.02%
Minimum
Nov 2019
33.07%
Maximum
Mar 2020
32.13%
Average
33.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Russell Top 200 ETF | 32.71% |
| iShares MSCI KLD 400 Social ETF | 34.10% |
| iShares Russell 1000 ETF | 34.60% |
| iShares Dow Jones US ETF | 34.90% |
| iShares Morningstar U.S. Equity ETF | 35.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7402 |
| Beta (5Y) | 0.9985 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7402 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9985 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.89% |
| Historical Sharpe Ratio (5Y) | 0.7215 |
| Historical Sortino (5Y) | 0.7984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.20% |