Vanguard Financials ETF (VFH)
88.25
+0.57 (+0.65%)
USD |
NYSEARCA |
Aug 16, 16:00
88.25
0.00 (0.00%)
After-Hours: 20:00
VFH Max Drawdown (5Y): 44.44% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 24.30% |
| December 31, 2019 | 24.30% |
| November 30, 2019 | 24.30% |
| October 31, 2019 | 24.30% |
| September 30, 2019 | 24.30% |
| August 31, 2019 | 24.30% |
| July 31, 2019 | 24.30% |
| June 30, 2019 | 24.30% |
| May 31, 2019 | 24.30% |
| April 30, 2019 | 24.30% |
| March 31, 2019 | 24.30% |
| February 28, 2019 | 24.30% |
| January 31, 2019 | 24.30% |
| December 31, 2018 | 24.30% |
| November 30, 2018 | 21.00% |
| October 31, 2018 | 21.00% |
| September 30, 2018 | 21.00% |
| August 31, 2018 | 21.00% |
| July 31, 2018 | 21.00% |
| June 30, 2018 | 21.00% |
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
21.00%
Minimum
Nov 2017
44.44%
Maximum
Mar 2020
33.52%
Average
31.20%
Median
Max Drawdown (5Y) Benchmarks
| Financial Select Sector SPDR® ETF | 42.83% |
| iShares MSCI Europe Financials ETF | 53.26% |
| iShares US Financial Services ETF | 44.32% |
| Invesco KBW Bank ETF | 50.23% |
| Fidelity® MSCI Financials ETF | 44.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.431 |
| Beta (5Y) | 1.182 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.69% |
| Historical Sharpe Ratio (5Y) | 0.399 |
| Historical Sortino (5Y) | 0.4231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.86% |