Vanguard Conservative Income ETF Port (VCIP.TO)
25.25
-0.05
(-0.20%)
CAD |
TSX |
May 17, 16:00
VCIP.TO Max Drawdown (5Y): 15.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 15.87% |
March 31, 2024 | 15.87% |
February 29, 2024 | 15.87% |
January 31, 2024 | 15.87% |
December 31, 2023 | 15.87% |
November 30, 2023 | 15.87% |
October 31, 2023 | 15.87% |
September 30, 2023 | 15.87% |
August 31, 2023 | 15.87% |
July 31, 2023 | 15.87% |
June 30, 2023 | 15.87% |
May 31, 2023 | 15.87% |
April 30, 2023 | 15.87% |
March 31, 2023 | 15.87% |
February 28, 2023 | 15.87% |
January 31, 2023 | 15.87% |
December 31, 2022 | 15.87% |
November 30, 2022 | 15.87% |
October 31, 2022 | 15.87% |
September 30, 2022 | 14.65% |
August 31, 2022 | 14.65% |
July 31, 2022 | 14.65% |
June 30, 2022 | 14.65% |
May 31, 2022 | 12.95% |
April 30, 2022 | 12.95% |
Date | Value |
---|---|
March 31, 2022 | 12.95% |
February 28, 2022 | 12.95% |
January 31, 2022 | 12.95% |
December 31, 2021 | 12.95% |
November 30, 2021 | 12.95% |
October 31, 2021 | 12.95% |
September 30, 2021 | 12.95% |
August 31, 2021 | 12.95% |
July 31, 2021 | 12.95% |
June 30, 2021 | 12.95% |
May 31, 2021 | 12.95% |
April 30, 2021 | 12.95% |
March 31, 2021 | 12.95% |
February 28, 2021 | 12.95% |
January 31, 2021 | 12.95% |
December 31, 2020 | 12.95% |
November 30, 2020 | 12.95% |
October 31, 2020 | 12.95% |
September 30, 2020 | 12.95% |
August 31, 2020 | 12.95% |
July 31, 2020 | 12.95% |
June 30, 2020 | 12.95% |
May 31, 2020 | 12.95% |
April 30, 2020 | 12.95% |
March 31, 2020 | 12.95% |
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
0.58%
Minimum
May 2019
15.87%
Maximum
Oct 2022
12.02%
Average
12.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.024 |
Beta (5Y) | 0.3484 |
Alpha (vs YCharts Benchmark) (5Y) | -0.266 |
Beta (vs YCharts Benchmark) (5Y) | 0.6385 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.27% |
Historical Sharpe Ratio (5Y) | -0.0821 |
Historical Sortino (5Y) | -0.1102 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.16% |