Vanguard Canadian Government Bond ETF (VGV.TO)
21.48
+0.06
(+0.28%)
CAD |
TSX |
Apr 26, 16:00
VGV.TO Max Drawdown (5Y): 20.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 20.04% |
| February 29, 2024 | 20.04% |
| January 31, 2024 | 20.04% |
| December 31, 2023 | 20.04% |
| November 30, 2023 | 20.04% |
| October 31, 2023 | 20.04% |
| September 30, 2023 | 20.04% |
| August 31, 2023 | 20.04% |
| July 31, 2023 | 20.04% |
| June 30, 2023 | 20.04% |
| May 31, 2023 | 20.04% |
| April 30, 2023 | 20.04% |
| March 31, 2023 | 20.04% |
| February 28, 2023 | 20.04% |
| January 31, 2023 | 20.04% |
| December 31, 2022 | 20.04% |
| November 30, 2022 | 20.04% |
| October 31, 2022 | 20.04% |
| September 30, 2022 | 19.21% |
| August 31, 2022 | 19.21% |
| July 31, 2022 | 19.21% |
| June 30, 2022 | 19.21% |
| May 31, 2022 | 16.20% |
| April 30, 2022 | 14.86% |
| March 31, 2022 | 12.70% |
| Date | Value |
|---|---|
| February 28, 2022 | 9.73% |
| January 31, 2022 | 8.10% |
| December 31, 2021 | 7.70% |
| November 30, 2021 | 7.70% |
| October 31, 2021 | 7.67% |
| September 30, 2021 | 7.67% |
| August 31, 2021 | 7.67% |
| July 31, 2021 | 7.67% |
| June 30, 2021 | 7.67% |
| May 31, 2021 | 7.67% |
| April 30, 2021 | 7.67% |
| March 31, 2021 | 7.67% |
| February 28, 2021 | 6.73% |
| January 31, 2021 | 6.73% |
| December 31, 2020 | 6.73% |
| November 30, 2020 | 6.73% |
| October 31, 2020 | 6.73% |
| September 30, 2020 | 6.73% |
| August 31, 2020 | 6.73% |
| July 31, 2020 | 6.73% |
| June 30, 2020 | 6.73% |
| May 31, 2020 | 6.73% |
| April 30, 2020 | 6.73% |
| March 31, 2020 | 6.73% |
| February 29, 2020 | 4.09% |
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
4.09%
Minimum
Apr 2019
20.04%
Maximum
Oct 2022
11.69%
Average
7.67%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5045 |
| Beta (5Y) | 1.225 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4734 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.18% |
| Historical Sharpe Ratio (5Y) | -0.3427 |
| Historical Sortino (5Y) | -0.6044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.32% |