Vanguard Financials ETF (VFH)
98.93
-0.19
(-0.19%)
USD |
NYSEARCA |
Apr 26, 16:00
99.01
+0.08
(+0.08%)
After-Hours: 20:00
VFH Max Drawdown (5Y): 44.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.44% |
February 29, 2024 | 44.44% |
January 31, 2024 | 44.44% |
December 31, 2023 | 44.44% |
November 30, 2023 | 44.44% |
October 31, 2023 | 44.44% |
September 30, 2023 | 44.44% |
August 31, 2023 | 44.44% |
July 31, 2023 | 44.44% |
June 30, 2023 | 44.44% |
May 31, 2023 | 44.44% |
April 30, 2023 | 44.44% |
March 31, 2023 | 44.44% |
February 28, 2023 | 44.44% |
January 31, 2023 | 44.44% |
December 31, 2022 | 44.44% |
November 30, 2022 | 44.44% |
October 31, 2022 | 44.44% |
September 30, 2022 | 44.44% |
August 31, 2022 | 44.44% |
July 31, 2022 | 44.44% |
June 30, 2022 | 44.44% |
May 31, 2022 | 44.44% |
April 30, 2022 | 44.44% |
March 31, 2022 | 44.44% |
Date | Value |
---|---|
February 28, 2022 | 44.44% |
January 31, 2022 | 44.44% |
December 31, 2021 | 44.44% |
November 30, 2021 | 44.44% |
October 31, 2021 | 44.44% |
September 30, 2021 | 44.44% |
August 31, 2021 | 44.44% |
July 31, 2021 | 44.44% |
June 30, 2021 | 44.44% |
May 31, 2021 | 44.44% |
April 30, 2021 | 44.44% |
March 31, 2021 | 44.44% |
February 28, 2021 | 44.44% |
January 31, 2021 | 44.44% |
December 31, 2020 | 44.44% |
November 30, 2020 | 44.44% |
October 31, 2020 | 44.44% |
September 30, 2020 | 44.44% |
August 31, 2020 | 44.44% |
July 31, 2020 | 44.44% |
June 30, 2020 | 44.44% |
May 31, 2020 | 44.44% |
April 30, 2020 | 44.44% |
March 31, 2020 | 44.44% |
February 29, 2020 | 24.30% |
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
24.30%
Minimum
Apr 2019
44.44%
Maximum
Mar 2020
40.75%
Average
44.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.363 |
Beta (5Y) | 1.148 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3511 |
Beta (vs YCharts Benchmark) (5Y) | 1.025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.79% |
Historical Sharpe Ratio (5Y) | 0.4118 |
Historical Sortino (5Y) | 0.4502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.32% |