Vanguard Interm-Term Corp Bd ETF (VCIT)
90.54
+0.02 (+0.03%)
USD |
NASDAQ |
Jan 20, 14:46
VCIT Max Drawdown (5Y): 16.86% for Dec. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2021 | 16.86% |
| November 30, 2021 | 16.86% |
| October 31, 2021 | 16.86% |
| September 30, 2021 | 16.86% |
| August 31, 2021 | 16.86% |
| July 31, 2021 | 16.86% |
| June 30, 2021 | 16.86% |
| May 31, 2021 | 16.86% |
| April 30, 2021 | 16.86% |
| March 31, 2021 | 16.86% |
| February 28, 2021 | 16.86% |
| January 31, 2021 | 16.86% |
| December 31, 2020 | 16.86% |
| November 30, 2020 | 16.86% |
| October 31, 2020 | 16.86% |
| September 30, 2020 | 16.86% |
| August 31, 2020 | 16.86% |
| July 31, 2020 | 16.86% |
| June 30, 2020 | 16.86% |
| May 31, 2020 | 16.86% |
| April 30, 2020 | 16.86% |
| March 31, 2020 | 16.86% |
| February 29, 2020 | 4.86% |
| January 31, 2020 | 4.86% |
| December 31, 2019 | 4.86% |
| Date | Value |
|---|---|
| November 30, 2019 | 4.86% |
| October 31, 2019 | 4.86% |
| September 30, 2019 | 4.86% |
| August 31, 2019 | 4.86% |
| July 31, 2019 | 4.86% |
| June 30, 2019 | 4.86% |
| May 31, 2019 | 4.86% |
| April 30, 2019 | 4.86% |
| March 31, 2019 | 4.86% |
| February 28, 2019 | 4.86% |
| January 31, 2019 | 4.86% |
| December 31, 2018 | 4.86% |
| November 30, 2018 | 4.86% |
| October 31, 2018 | 4.86% |
| September 30, 2018 | 4.86% |
| August 31, 2018 | 4.86% |
| July 31, 2018 | 5.06% |
| June 30, 2018 | 7.42% |
| May 31, 2018 | 7.42% |
| April 30, 2018 | 7.42% |
| March 31, 2018 | 7.42% |
| February 28, 2018 | 7.42% |
| January 31, 2018 | 7.42% |
| December 31, 2017 | 7.42% |
| November 30, 2017 | 7.42% |
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
4.86%
Minimum
Aug 2018
16.86%
Maximum
Mar 2020
10.03%
Average
7.42%
Median
Jan 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4744 |
| Beta (5Y) | 1.337 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.52% |
| Historical Sharpe Ratio (5Y) | 0.6125 |
| Historical Sortino (5Y) | 0.6034 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.58% |