Vanguard FTSE All-World ex US Index Fund ETF (VEU)

57.82 -0.15 (-0.26%) USD  |  NYSEARCA  |  Dec 27, 16:00
57.82 0.00 (0.00%) After-Hours: 20:00
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VEU Max Drawdown (5Y): 34.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Vanguard Developed Markets Index Fund ETF 35.73%
iShares MSCI ACWI ex US ETF 35.35%
SPDR MSCI ACWI ex-US ETF 34.64%
SPDR Portfolio Developed World ex-US ETF 34.97%
Schwab International Equity ETF 34.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.4594
Beta (5Y) 0.9940
Alpha (vs YCharts Benchmark) (5Y) 0.4594
Beta (vs YCharts Benchmark) (5Y) 0.994
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.91%
Historical Sharpe Ratio (5Y) 0.1817
Historical Sortino (5Y) 0.2116
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.39%