Vanguard Global ex-US Aggt Bd ETF CAD-H (VBG.NO)
23.51
+0.03
(+0.13%)
CAD |
NEO |
Nov 14, 15:59
VBG.NO Max Drawdown (5Y): 17.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.30% |
| September 30, 2024 | 17.30% |
| August 31, 2024 | 17.30% |
| July 31, 2024 | 17.30% |
| June 30, 2024 | 17.30% |
| May 31, 2024 | 17.30% |
| April 30, 2024 | 17.30% |
| March 31, 2024 | 17.30% |
| February 29, 2024 | 17.30% |
| January 31, 2024 | 17.30% |
| December 31, 2023 | 17.30% |
| November 30, 2023 | 17.30% |
| October 31, 2023 | 17.30% |
| September 30, 2023 | 17.30% |
| August 31, 2023 | 17.30% |
| July 31, 2023 | 17.30% |
| June 30, 2023 | 17.30% |
| May 31, 2023 | 17.30% |
| April 30, 2023 | 17.30% |
| March 31, 2023 | 17.30% |
| February 28, 2023 | 17.30% |
| January 31, 2023 | 17.30% |
| December 31, 2022 | 17.30% |
| November 30, 2022 | 17.30% |
| October 31, 2022 | 17.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.89% |
| August 31, 2022 | 15.17% |
| July 31, 2022 | 15.17% |
| June 30, 2022 | 15.17% |
| May 31, 2022 | 11.63% |
| April 30, 2022 | 10.48% |
| March 31, 2022 | 8.40% |
| February 28, 2022 | 7.36% |
| January 31, 2022 | 7.36% |
| December 31, 2021 | 7.36% |
| November 30, 2021 | 7.36% |
| October 31, 2021 | 7.36% |
| September 30, 2021 | 7.36% |
| August 31, 2021 | 7.36% |
| July 31, 2021 | 7.36% |
| June 30, 2021 | 7.36% |
| May 31, 2021 | 7.36% |
| April 30, 2021 | 7.36% |
| March 31, 2021 | 7.36% |
| February 28, 2021 | 7.36% |
| January 31, 2021 | 7.36% |
| December 31, 2020 | 7.36% |
| November 30, 2020 | 7.36% |
| October 31, 2020 | 7.36% |
| September 30, 2020 | 7.36% |
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
3.84%
Minimum
Nov 2019
17.30%
Maximum
Oct 2022
11.96%
Average
11.06%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.140 |
| Beta (5Y) | 1.046 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.387 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5806 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.53% |
| Historical Sharpe Ratio (5Y) | -0.6709 |
| Historical Sortino (5Y) | -0.9294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.15% |