iShares MSCI Agriculture Producers ETF (VEGI)
38.45
-0.31
(-0.80%)
USD |
NYSEARCA |
Sep 22, 16:00
38.42
-0.03
(-0.08%)
After-Hours: 20:00
VEGI Max Drawdown (5Y): 37.37% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2023 | 37.37% |
July 31, 2023 | 37.37% |
June 30, 2023 | 37.37% |
May 31, 2023 | 37.37% |
April 30, 2023 | 37.37% |
March 31, 2023 | 37.37% |
February 28, 2023 | 37.37% |
January 31, 2023 | 37.37% |
December 31, 2022 | 37.37% |
November 30, 2022 | 37.37% |
October 31, 2022 | 37.37% |
September 30, 2022 | 37.37% |
August 31, 2022 | 37.37% |
July 31, 2022 | 37.37% |
June 30, 2022 | 37.37% |
May 31, 2022 | 37.37% |
April 30, 2022 | 37.37% |
March 31, 2022 | 37.37% |
February 28, 2022 | 37.37% |
January 31, 2022 | 37.37% |
December 31, 2021 | 37.37% |
November 30, 2021 | 37.37% |
October 31, 2021 | 37.37% |
September 30, 2021 | 37.37% |
August 31, 2021 | 37.37% |
Date | Value |
---|---|
July 31, 2021 | 37.37% |
June 30, 2021 | 37.37% |
May 31, 2021 | 37.37% |
April 30, 2021 | 37.37% |
March 31, 2021 | 37.37% |
February 28, 2021 | 37.37% |
January 31, 2021 | 37.37% |
December 31, 2020 | 37.37% |
November 30, 2020 | 37.37% |
October 31, 2020 | 37.37% |
September 30, 2020 | 37.37% |
August 31, 2020 | 37.37% |
July 31, 2020 | 37.37% |
June 30, 2020 | 37.37% |
May 31, 2020 | 37.37% |
April 30, 2020 | 37.37% |
March 31, 2020 | 37.37% |
February 29, 2020 | 27.90% |
January 31, 2020 | 27.90% |
December 31, 2019 | 27.90% |
November 30, 2019 | 27.90% |
October 31, 2019 | 27.90% |
September 30, 2019 | 27.90% |
August 31, 2019 | 27.90% |
July 31, 2019 | 27.90% |
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
27.90%
Minimum
Sep 2018
37.37%
Maximum
Mar 2020
34.53%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.551 |
Beta (5Y) | 0.9462 |
Alpha (vs YCharts Benchmark) (5Y) | -3.236 |
Beta (vs YCharts Benchmark) (5Y) | 0.6186 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.94% |
Historical Sharpe Ratio (5Y) | 0.4222 |
Historical Sortino (5Y) | 0.5489 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.76% |