Vanguard Small-Cap Index Fund ETF (VB)

243.84 +1.09 (+0.45%) USD  |  NYSEARCA  |  Dec 24, 13:00
243.84 0.00 (0.00%) After-Hours: 13:24
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VB Max Drawdown (5Y): 42.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Core S&P Small-Cap ETF 44.35%
Invesco S&P SmallCap Momentum ETF 39.39%
Schwab US Small-Cap ETF 42.41%
Vanguard Russell 2000 Index Fund ETF 41.18%
Vanguard S&P Small-Cap 600 Index Fund ETF 44.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.183
Beta (5Y) 1.141
Alpha (vs YCharts Benchmark) (5Y) 2.062
Beta (vs YCharts Benchmark) (5Y) 0.9346
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.40%
Historical Sharpe Ratio (5Y) 0.3712
Historical Sortino (5Y) 0.4289
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.25%