Vanguard Short-Term Treasury ETF (VGSH)
57.74
-0.04
(-0.06%)
USD |
NASDAQ |
May 10, 16:00
57.57
-0.16
(-0.29%)
After-Hours: 20:00
VGSH Max Drawdown (5Y): 5.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 5.70% |
| March 31, 2024 | 5.70% |
| February 29, 2024 | 5.70% |
| January 31, 2024 | 5.70% |
| December 31, 2023 | 5.70% |
| November 30, 2023 | 5.70% |
| October 31, 2023 | 5.70% |
| September 30, 2023 | 5.70% |
| August 31, 2023 | 5.70% |
| July 31, 2023 | 5.70% |
| June 30, 2023 | 5.70% |
| May 31, 2023 | 5.70% |
| April 30, 2023 | 5.70% |
| March 31, 2023 | 5.70% |
| February 28, 2023 | 5.70% |
| January 31, 2023 | 5.70% |
| December 31, 2022 | 5.70% |
| November 30, 2022 | 5.70% |
| October 31, 2022 | 5.70% |
| September 30, 2022 | 5.46% |
| August 31, 2022 | 4.71% |
| July 31, 2022 | 4.71% |
| June 30, 2022 | 4.71% |
| May 31, 2022 | 3.83% |
| April 30, 2022 | 3.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 3.39% |
| February 28, 2022 | 2.32% |
| January 31, 2022 | 1.52% |
| December 31, 2021 | 1.09% |
| November 30, 2021 | 1.09% |
| October 31, 2021 | 1.09% |
| September 30, 2021 | 1.09% |
| August 31, 2021 | 1.09% |
| July 31, 2021 | 1.09% |
| June 30, 2021 | 1.09% |
| May 31, 2021 | 1.09% |
| April 30, 2021 | 1.09% |
| March 31, 2021 | 1.09% |
| February 28, 2021 | 1.09% |
| January 31, 2021 | 1.09% |
| December 31, 2020 | 1.09% |
| November 30, 2020 | 1.09% |
| October 31, 2020 | 1.09% |
| September 30, 2020 | 1.09% |
| August 31, 2020 | 1.09% |
| July 31, 2020 | 1.09% |
| June 30, 2020 | 1.09% |
| May 31, 2020 | 1.09% |
| April 30, 2020 | 1.09% |
| March 31, 2020 | 1.09% |
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
1.09%
Minimum
May 2019
5.70%
Maximum
Oct 2022
2.96%
Average
1.09%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5381 |
| Beta (5Y) | 0.2415 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5381 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2415 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.94% |
| Historical Sharpe Ratio (5Y) | -0.5526 |
| Historical Sortino (5Y) | -0.8153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.88% |