Vanguard Small-Cap Growth ETF (VBK)
205.68
-0.15 (-0.07%)
USD |
NYSEARCA |
Mar 23, 16:00
206.03
+0.35 (+0.17%)
After-Hours: 20:00
VBK Max Drawdown (5Y): 38.71% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 38.71% |
January 31, 2023 | 38.71% |
December 31, 2022 | 38.71% |
November 30, 2022 | 38.71% |
October 31, 2022 | 38.71% |
September 30, 2022 | 38.71% |
August 31, 2022 | 38.71% |
July 31, 2022 | 38.71% |
June 30, 2022 | 38.71% |
May 31, 2022 | 38.71% |
April 30, 2022 | 38.71% |
March 31, 2022 | 38.71% |
February 28, 2022 | 38.71% |
January 31, 2022 | 38.71% |
December 31, 2021 | 38.71% |
November 30, 2021 | 38.71% |
October 31, 2021 | 38.71% |
September 30, 2021 | 38.71% |
August 31, 2021 | 38.71% |
July 31, 2021 | 38.71% |
June 30, 2021 | 38.71% |
May 31, 2021 | 38.71% |
April 30, 2021 | 38.71% |
March 31, 2021 | 38.71% |
February 28, 2021 | 38.71% |
Date | Value |
---|---|
January 31, 2021 | 38.71% |
December 31, 2020 | 38.71% |
November 30, 2020 | 38.71% |
October 31, 2020 | 38.71% |
September 30, 2020 | 38.71% |
August 31, 2020 | 38.71% |
July 31, 2020 | 38.71% |
June 30, 2020 | 38.71% |
May 31, 2020 | 38.71% |
April 30, 2020 | 38.71% |
March 31, 2020 | 38.71% |
February 29, 2020 | 26.61% |
January 31, 2020 | 26.61% |
December 31, 2019 | 26.61% |
November 30, 2019 | 26.61% |
October 31, 2019 | 26.61% |
September 30, 2019 | 26.61% |
August 31, 2019 | 26.61% |
July 31, 2019 | 26.61% |
June 30, 2019 | 26.61% |
May 31, 2019 | 26.61% |
April 30, 2019 | 26.61% |
March 31, 2019 | 26.61% |
February 28, 2019 | 26.61% |
January 31, 2019 | 26.61% |
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
26.61%
Minimum
Mar 2018
38.71%
Maximum
Mar 2020
33.87%
Average
38.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.183 |
Beta (5Y) | 1.138 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1535 |
Beta (vs YCharts Benchmark) (5Y) | 0.9485 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.01% |
Historical Sharpe Ratio (5Y) | 0.3265 |
Historical Sortino (5Y) | 0.4145 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.43% |