Vanguard Small-Cap Growth ETF (VBK)
247.69
-4.21
(-1.67%)
USD |
NYSEARCA |
Sep 06, 16:00
247.05
-0.64
(-0.26%)
After-Hours: 20:00
VBK Max Drawdown (5Y): 38.71% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 38.71% |
| July 31, 2024 | 38.71% |
| June 30, 2024 | 38.71% |
| May 31, 2024 | 38.71% |
| April 30, 2024 | 38.71% |
| March 31, 2024 | 38.71% |
| February 29, 2024 | 38.71% |
| January 31, 2024 | 38.71% |
| December 31, 2023 | 38.71% |
| November 30, 2023 | 38.71% |
| October 31, 2023 | 38.71% |
| September 30, 2023 | 38.71% |
| August 31, 2023 | 38.71% |
| July 31, 2023 | 38.71% |
| June 30, 2023 | 38.71% |
| May 31, 2023 | 38.71% |
| April 30, 2023 | 38.71% |
| March 31, 2023 | 38.71% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Sep 2019
38.71%
Maximum
Mar 2020
37.50%
Average
38.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.10 |
| Beta (5Y) | 1.143 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.332 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.68% |
| Historical Sharpe Ratio (5Y) | 0.2144 |
| Historical Sortino (5Y) | 0.279 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.75% |