Vanguard US Minimum Volatility ETF (VFMV)
127.29
+0.75
(+0.59%)
USD |
BATS |
Nov 25, 16:00
127.45
+0.16
(+0.13%)
Pre-Market: 20:00
VFMV Max Drawdown (5Y): 33.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.63% |
| September 30, 2024 | 33.63% |
| August 31, 2024 | 33.63% |
| July 31, 2024 | 33.63% |
| June 30, 2024 | 33.63% |
| May 31, 2024 | 33.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
33.63%
Maximum
Mar 2020
32.46%
Average
33.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard US Multifactor ETF | 41.33% |
| WisdomTree US Multifactor | 36.24% |
| Invesco Bloomberg MVP Multi-factor ETF | 39.44% |
| Xtrackers Russell US Multifactor ETF | 40.45% |
| Vanguard US Quality Factor ETF | 37.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.002 |
| Beta (5Y) | 0.7534 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.002 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.85% |
| Historical Sharpe Ratio (5Y) | 0.3611 |
| Historical Sortino (5Y) | 0.3444 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.42% |