Vanguard FTSE All-Wld ex-US ETF (VEU)
58.92
-0.30
(-0.51%)
USD |
NYSEARCA |
Nov 13, 16:00
58.93
+0.01
(+0.02%)
After-Hours: 20:00
VEU Max Drawdown (5Y): 34.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.98% |
| September 30, 2024 | 34.98% |
| August 31, 2024 | 34.98% |
| July 31, 2024 | 34.98% |
| June 30, 2024 | 34.98% |
| May 31, 2024 | 34.98% |
| April 30, 2024 | 34.98% |
| March 31, 2024 | 34.98% |
| February 29, 2024 | 34.98% |
| January 31, 2024 | 34.98% |
| December 31, 2023 | 34.98% |
| November 30, 2023 | 34.98% |
| October 31, 2023 | 34.98% |
| September 30, 2023 | 34.98% |
| August 31, 2023 | 34.98% |
| July 31, 2023 | 34.98% |
| June 30, 2023 | 34.98% |
| May 31, 2023 | 34.98% |
| April 30, 2023 | 34.98% |
| March 31, 2023 | 34.98% |
| February 28, 2023 | 34.98% |
| January 31, 2023 | 34.98% |
| December 31, 2022 | 34.98% |
| November 30, 2022 | 34.98% |
| October 31, 2022 | 34.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.98% |
| August 31, 2022 | 34.98% |
| July 31, 2022 | 34.98% |
| June 30, 2022 | 34.98% |
| May 31, 2022 | 34.98% |
| April 30, 2022 | 34.98% |
| March 31, 2022 | 34.98% |
| February 28, 2022 | 34.98% |
| January 31, 2022 | 34.98% |
| December 31, 2021 | 34.98% |
| November 30, 2021 | 34.98% |
| October 31, 2021 | 34.98% |
| September 30, 2021 | 34.98% |
| August 31, 2021 | 34.98% |
| July 31, 2021 | 34.98% |
| June 30, 2021 | 34.98% |
| May 31, 2021 | 34.98% |
| April 30, 2021 | 34.98% |
| March 31, 2021 | 34.98% |
| February 28, 2021 | 34.98% |
| January 31, 2021 | 34.98% |
| December 31, 2020 | 34.98% |
| November 30, 2020 | 34.98% |
| October 31, 2020 | 34.98% |
| September 30, 2020 | 34.98% |
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
25.04%
Minimum
Nov 2019
34.98%
Maximum
Mar 2020
34.32%
Average
34.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3846 |
| Beta (5Y) | 0.9945 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.425 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.83% |
| Historical Sharpe Ratio (5Y) | 0.2009 |
| Historical Sortino (5Y) | 0.2294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.39% |