Vanguard US Minimum Volatility ETF (VFMV)
112.82
+0.03
(+0.02%)
USD |
BATS |
May 17, 16:00
112.70
-0.12
(-0.11%)
After-Hours: 20:00
VFMV Max Drawdown (5Y): 33.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.63% |
March 31, 2024 | 33.63% |
February 29, 2024 | 33.63% |
January 31, 2024 | 33.63% |
December 31, 2023 | 33.63% |
November 30, 2023 | 33.63% |
October 31, 2023 | 33.63% |
September 30, 2023 | 33.63% |
August 31, 2023 | 33.63% |
July 31, 2023 | 33.63% |
June 30, 2023 | 33.63% |
May 31, 2023 | 33.63% |
April 30, 2023 | 33.63% |
March 31, 2023 | 33.63% |
February 28, 2023 | 33.63% |
January 31, 2023 | 33.63% |
December 31, 2022 | 33.63% |
November 30, 2022 | 33.63% |
October 31, 2022 | 33.63% |
September 30, 2022 | 33.63% |
August 31, 2022 | 33.63% |
July 31, 2022 | 33.63% |
June 30, 2022 | 33.63% |
May 31, 2022 | 33.63% |
April 30, 2022 | 33.63% |
Date | Value |
---|---|
March 31, 2022 | 33.63% |
February 28, 2022 | 33.63% |
January 31, 2022 | 33.63% |
December 31, 2021 | 33.63% |
November 30, 2021 | 33.63% |
October 31, 2021 | 33.63% |
September 30, 2021 | 33.63% |
August 31, 2021 | 33.63% |
July 31, 2021 | 33.63% |
June 30, 2021 | 33.63% |
May 31, 2021 | 33.63% |
April 30, 2021 | 33.63% |
March 31, 2021 | 33.63% |
February 28, 2021 | 33.63% |
January 31, 2021 | 33.63% |
December 31, 2020 | 33.63% |
November 30, 2020 | 33.63% |
October 31, 2020 | 33.63% |
September 30, 2020 | 33.63% |
August 31, 2020 | 33.63% |
July 31, 2020 | 33.63% |
June 30, 2020 | 33.63% |
May 31, 2020 | 33.63% |
April 30, 2020 | 33.63% |
March 31, 2020 | 33.63% |
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
16.10%
Minimum
May 2019
33.63%
Maximum
Mar 2020
30.71%
Average
33.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.926 |
Beta (5Y) | 0.7384 |
Alpha (vs YCharts Benchmark) (5Y) | 0.8835 |
Beta (vs YCharts Benchmark) (5Y) | 0.6308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.79% |
Historical Sharpe Ratio (5Y) | 0.336 |
Historical Sortino (5Y) | 0.3239 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.42% |