Vanguard Long-Term Treasury ETF (VGLT)
57.16
+0.48
(+0.86%)
USD |
NASDAQ |
Nov 14, 11:41
VGLT Max Drawdown (5Y): 46.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.17% |
| September 30, 2024 | 46.17% |
| August 31, 2024 | 46.17% |
| July 31, 2024 | 46.17% |
| June 30, 2024 | 46.17% |
| May 31, 2024 | 46.17% |
| April 30, 2024 | 46.17% |
| March 31, 2024 | 46.17% |
| February 29, 2024 | 46.17% |
| January 31, 2024 | 46.17% |
| December 31, 2023 | 46.17% |
| November 30, 2023 | 46.17% |
| October 31, 2023 | 46.17% |
| September 30, 2023 | 42.94% |
| August 31, 2023 | 42.51% |
| July 31, 2023 | 42.51% |
| June 30, 2023 | 42.51% |
| May 31, 2023 | 42.51% |
| April 30, 2023 | 42.51% |
| March 31, 2023 | 42.51% |
| February 28, 2023 | 42.51% |
| January 31, 2023 | 42.51% |
| December 31, 2022 | 42.51% |
| November 30, 2022 | 42.51% |
| October 31, 2022 | 42.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.98% |
| August 31, 2022 | 33.82% |
| July 31, 2022 | 33.82% |
| June 30, 2022 | 33.82% |
| May 31, 2022 | 31.07% |
| April 30, 2022 | 28.12% |
| March 31, 2022 | 22.88% |
| February 28, 2022 | 20.70% |
| January 31, 2022 | 20.70% |
| December 31, 2021 | 20.70% |
| November 30, 2021 | 20.70% |
| October 31, 2021 | 20.70% |
| September 30, 2021 | 20.70% |
| August 31, 2021 | 20.70% |
| July 31, 2021 | 20.70% |
| June 30, 2021 | 20.70% |
| May 31, 2021 | 20.70% |
| April 30, 2021 | 20.70% |
| March 31, 2021 | 20.70% |
| February 28, 2021 | 18.18% |
| January 31, 2021 | 16.92% |
| December 31, 2020 | 16.92% |
| November 30, 2020 | 16.92% |
| October 31, 2020 | 16.92% |
| September 30, 2020 | 16.92% |
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
16.92%
Minimum
Nov 2019
46.17%
Maximum
Oct 2023
30.88%
Average
29.60%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.136 |
| Beta (5Y) | 2.076 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.136 |
| Beta (vs YCharts Benchmark) (5Y) | 2.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.18% |
| Historical Sharpe Ratio (5Y) | -0.4956 |
| Historical Sortino (5Y) | -0.9024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.94% |