Vanguard FTSE Dev Europe All Cap ETF (VE.TO)
36.90
+0.04
(+0.11%)
CAD |
TSX |
May 17, 16:00
VE.TO Max Drawdown (5Y): 31.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.66% |
March 31, 2024 | 31.66% |
February 29, 2024 | 31.66% |
January 31, 2024 | 31.66% |
December 31, 2023 | 31.66% |
November 30, 2023 | 31.66% |
October 31, 2023 | 31.66% |
September 30, 2023 | 31.66% |
August 31, 2023 | 31.66% |
July 31, 2023 | 31.66% |
June 30, 2023 | 31.66% |
May 31, 2023 | 31.66% |
April 30, 2023 | 31.66% |
March 31, 2023 | 31.66% |
February 28, 2023 | 31.66% |
January 31, 2023 | 31.66% |
December 31, 2022 | 31.66% |
November 30, 2022 | 31.66% |
October 31, 2022 | 31.66% |
September 30, 2022 | 31.66% |
August 31, 2022 | 31.66% |
July 31, 2022 | 31.66% |
June 30, 2022 | 31.66% |
May 31, 2022 | 31.66% |
April 30, 2022 | 31.66% |
Date | Value |
---|---|
March 31, 2022 | 31.66% |
February 28, 2022 | 31.66% |
January 31, 2022 | 31.66% |
December 31, 2021 | 31.66% |
November 30, 2021 | 31.66% |
October 31, 2021 | 31.66% |
September 30, 2021 | 31.66% |
August 31, 2021 | 31.66% |
July 31, 2021 | 31.66% |
June 30, 2021 | 31.66% |
May 31, 2021 | 31.66% |
April 30, 2021 | 31.66% |
March 31, 2021 | 31.66% |
February 28, 2021 | 31.66% |
January 31, 2021 | 31.66% |
December 31, 2020 | 31.66% |
November 30, 2020 | 31.66% |
October 31, 2020 | 31.66% |
September 30, 2020 | 31.66% |
August 31, 2020 | 31.66% |
July 31, 2020 | 31.66% |
June 30, 2020 | 31.66% |
May 31, 2020 | 31.66% |
April 30, 2020 | 31.66% |
March 31, 2020 | 31.66% |
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
20.76%
Minimum
May 2019
31.66%
Maximum
Mar 2020
29.84%
Average
31.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.634 |
Beta (5Y) | 0.9332 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6369 |
Beta (vs YCharts Benchmark) (5Y) | 0.7842 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.76% |
Historical Sharpe Ratio (5Y) | 0.2741 |
Historical Sortino (5Y) | 0.3134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.49% |