Vanguard US Aggregate Bond ETF CAD-H (VBU.NO)
21.52
-0.01
(-0.05%)
CAD |
NEO |
Nov 14, 15:59
VBU.NO Max Drawdown (5Y): 19.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 19.33% |
| September 30, 2024 | 19.33% |
| August 31, 2024 | 19.33% |
| July 31, 2024 | 19.33% |
| June 30, 2024 | 19.33% |
| May 31, 2024 | 19.33% |
| April 30, 2024 | 19.33% |
| March 31, 2024 | 19.33% |
| February 29, 2024 | 19.33% |
| January 31, 2024 | 19.33% |
| December 31, 2023 | 19.33% |
| November 30, 2023 | 19.33% |
| October 31, 2023 | 19.33% |
| September 30, 2023 | 19.33% |
| August 31, 2023 | 19.33% |
| July 31, 2023 | 19.33% |
| June 30, 2023 | 19.33% |
| May 31, 2023 | 19.33% |
| April 30, 2023 | 19.33% |
| March 31, 2023 | 19.33% |
| February 28, 2023 | 19.33% |
| January 31, 2023 | 19.33% |
| December 31, 2022 | 19.33% |
| November 30, 2022 | 19.33% |
| October 31, 2022 | 19.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.92% |
| August 31, 2022 | 15.20% |
| July 31, 2022 | 15.20% |
| June 30, 2022 | 15.20% |
| May 31, 2022 | 13.07% |
| April 30, 2022 | 12.13% |
| March 31, 2022 | 10.47% |
| February 28, 2022 | 10.47% |
| January 31, 2022 | 10.47% |
| December 31, 2021 | 10.47% |
| November 30, 2021 | 10.47% |
| October 31, 2021 | 10.47% |
| September 30, 2021 | 10.47% |
| August 31, 2021 | 10.47% |
| July 31, 2021 | 10.47% |
| June 30, 2021 | 10.47% |
| May 31, 2021 | 10.47% |
| April 30, 2021 | 10.47% |
| March 31, 2021 | 10.47% |
| February 28, 2021 | 10.47% |
| January 31, 2021 | 10.47% |
| December 31, 2020 | 10.47% |
| November 30, 2020 | 10.47% |
| October 31, 2020 | 10.47% |
| September 30, 2020 | 10.47% |
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
4.50%
Minimum
Nov 2019
19.33%
Maximum
Oct 2022
14.20%
Average
12.60%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2182 |
| Beta (5Y) | 1.255 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6874 |
| Beta (vs YCharts Benchmark) (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.50% |
| Historical Sharpe Ratio (5Y) | -0.5073 |
| Historical Sortino (5Y) | -0.7972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |