Vanguard Energy ETF (VDE)
125.72
+0.27
(+0.22%)
USD |
NYSEARCA |
Sep 22, 16:00
125.74
+0.02
(+0.02%)
After-Hours: 20:00
VDE Max Drawdown (5Y): 69.31% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 69.31% |
| July 31, 2023 | 69.31% |
| June 30, 2023 | 69.31% |
| May 31, 2023 | 69.31% |
| April 30, 2023 | 69.31% |
| March 31, 2023 | 69.31% |
| February 28, 2023 | 69.31% |
| January 31, 2023 | 69.31% |
| December 31, 2022 | 69.31% |
| November 30, 2022 | 69.31% |
| October 31, 2022 | 69.31% |
| September 30, 2022 | 69.31% |
| August 31, 2022 | 69.31% |
| July 31, 2022 | 69.31% |
| June 30, 2022 | 69.31% |
| May 31, 2022 | 69.31% |
| April 30, 2022 | 69.31% |
| March 31, 2022 | 69.31% |
| February 28, 2022 | 69.31% |
| January 31, 2022 | 69.31% |
| December 31, 2021 | 69.31% |
| November 30, 2021 | 69.31% |
| October 31, 2021 | 69.31% |
| September 30, 2021 | 69.31% |
| August 31, 2021 | 69.31% |
| Date | Value |
|---|---|
| July 31, 2021 | 69.31% |
| June 30, 2021 | 69.31% |
| May 31, 2021 | 69.31% |
| April 30, 2021 | 69.31% |
| March 31, 2021 | 69.31% |
| February 28, 2021 | 69.31% |
| January 31, 2021 | 69.31% |
| December 31, 2020 | 69.31% |
| November 30, 2020 | 69.31% |
| October 31, 2020 | 69.31% |
| September 30, 2020 | 69.31% |
| August 31, 2020 | 69.31% |
| July 31, 2020 | 69.31% |
| June 30, 2020 | 69.31% |
| May 31, 2020 | 69.31% |
| April 30, 2020 | 69.31% |
| March 31, 2020 | 69.31% |
| February 29, 2020 | 48.65% |
| January 31, 2020 | 48.65% |
| December 31, 2019 | 48.65% |
| November 30, 2019 | 48.65% |
| October 31, 2019 | 48.65% |
| September 30, 2019 | 48.65% |
| August 31, 2019 | 48.65% |
| July 31, 2019 | 48.65% |
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
48.65%
Minimum
Sep 2018
69.31%
Maximum
Mar 2020
63.11%
Average
69.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Energy Select Sector SPDR® ETF | 66.81% |
| Fidelity® MSCI Energy ETF | 69.07% |
| iShares US Energy ETF | 68.61% |
| iShares Global Energy ETF | 64.18% |
| Invesco S&P 500® Equal Weight Energy ETF | 73.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.391 |
| Beta (5Y) | 1.475 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.032 |
| Beta (vs YCharts Benchmark) (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.61% |
| Historical Sharpe Ratio (5Y) | 0.3801 |
| Historical Sortino (5Y) | 0.5061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.89% |