Vanguard Health Care ETF (VHT)
257.26
-0.56
(-0.22%)
USD |
NYSEARCA |
Apr 24, 16:00
257.20
-0.06
(-0.02%)
Pre-Market: 08:25
VHT Max Drawdown (5Y): 28.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 28.86% |
February 29, 2024 | 28.86% |
January 31, 2024 | 28.86% |
December 31, 2023 | 28.86% |
November 30, 2023 | 28.86% |
October 31, 2023 | 28.86% |
September 30, 2023 | 28.86% |
August 31, 2023 | 28.86% |
July 31, 2023 | 28.86% |
June 30, 2023 | 28.86% |
May 31, 2023 | 28.86% |
April 30, 2023 | 28.86% |
March 31, 2023 | 28.86% |
February 28, 2023 | 28.86% |
January 31, 2023 | 28.86% |
December 31, 2022 | 28.86% |
November 30, 2022 | 28.86% |
October 31, 2022 | 28.86% |
September 30, 2022 | 28.86% |
August 31, 2022 | 28.86% |
July 31, 2022 | 28.86% |
June 30, 2022 | 28.86% |
May 31, 2022 | 28.86% |
April 30, 2022 | 28.86% |
March 31, 2022 | 28.86% |
Date | Value |
---|---|
February 28, 2022 | 28.86% |
January 31, 2022 | 28.86% |
December 31, 2021 | 28.86% |
November 30, 2021 | 28.86% |
October 31, 2021 | 28.86% |
September 30, 2021 | 28.86% |
August 31, 2021 | 28.86% |
July 31, 2021 | 28.86% |
June 30, 2021 | 28.86% |
May 31, 2021 | 28.86% |
April 30, 2021 | 28.86% |
March 31, 2021 | 28.86% |
February 28, 2021 | 28.86% |
January 31, 2021 | 28.86% |
December 31, 2020 | 28.86% |
November 30, 2020 | 28.86% |
October 31, 2020 | 28.86% |
September 30, 2020 | 28.86% |
August 31, 2020 | 28.86% |
July 31, 2020 | 28.86% |
June 30, 2020 | 28.86% |
May 31, 2020 | 28.86% |
April 30, 2020 | 28.86% |
March 31, 2020 | 28.86% |
February 29, 2020 | 20.26% |
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
20.26%
Minimum
Apr 2019
28.86%
Maximum
Mar 2020
27.28%
Average
28.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Global Healthcare ETF | 27.35% |
iShares US Healthcare ETF | 28.40% |
Health Care Select Sector SPDR® ETF | 28.39% |
Fidelity MSCI Health Care ETF | 28.74% |
iShares US Pharmaceuticals ETF | 32.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.952 |
Beta (5Y) | 0.6979 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7014 |
Beta (vs YCharts Benchmark) (5Y) | 1.008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.21% |
Historical Sharpe Ratio (5Y) | 0.5222 |
Historical Sortino (5Y) | 0.7324 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.12% |