Vanguard Consumer Staples ETF (VDC)
204.18
+1.79
(+0.88%)
USD |
NYSEARCA |
May 07, 15:08
VDC Max Drawdown (5Y): 25.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 25.32% |
March 31, 2024 | 25.32% |
February 29, 2024 | 25.32% |
January 31, 2024 | 25.32% |
December 31, 2023 | 25.32% |
November 30, 2023 | 25.32% |
October 31, 2023 | 25.32% |
September 30, 2023 | 25.32% |
August 31, 2023 | 25.32% |
July 31, 2023 | 25.32% |
June 30, 2023 | 25.32% |
May 31, 2023 | 25.32% |
April 30, 2023 | 25.32% |
March 31, 2023 | 25.32% |
February 28, 2023 | 25.32% |
January 31, 2023 | 25.32% |
December 31, 2022 | 25.32% |
November 30, 2022 | 25.32% |
October 31, 2022 | 25.32% |
September 30, 2022 | 25.32% |
August 31, 2022 | 25.32% |
July 31, 2022 | 25.32% |
June 30, 2022 | 25.32% |
May 31, 2022 | 25.32% |
April 30, 2022 | 25.32% |
Date | Value |
---|---|
March 31, 2022 | 25.32% |
February 28, 2022 | 25.32% |
January 31, 2022 | 25.32% |
December 31, 2021 | 25.32% |
November 30, 2021 | 25.32% |
October 31, 2021 | 25.32% |
September 30, 2021 | 25.32% |
August 31, 2021 | 25.32% |
July 31, 2021 | 25.32% |
June 30, 2021 | 25.32% |
May 31, 2021 | 25.32% |
April 30, 2021 | 25.32% |
March 31, 2021 | 25.32% |
February 28, 2021 | 25.32% |
January 31, 2021 | 25.32% |
December 31, 2020 | 25.32% |
November 30, 2020 | 25.32% |
October 31, 2020 | 25.32% |
September 30, 2020 | 25.32% |
August 31, 2020 | 25.32% |
July 31, 2020 | 25.32% |
June 30, 2020 | 25.32% |
May 31, 2020 | 25.32% |
April 30, 2020 | 25.32% |
March 31, 2020 | 25.32% |
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
15.26%
Minimum
May 2019
25.32%
Maximum
Mar 2020
23.64%
Average
25.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.596 |
Beta (5Y) | 0.6213 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4474 |
Beta (vs YCharts Benchmark) (5Y) | 1.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.37% |
Historical Sharpe Ratio (5Y) | 0.4747 |
Historical Sortino (5Y) | 0.6045 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.63% |