Vanguard FTSE Dev AC ex Nrth AmerETF C$H (VI.TO)
39.22
+0.29
(+0.74%)
CAD |
TSX |
Nov 14, 11:38
VI.TO Max Drawdown (5Y): 33.54% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 33.54% |
August 31, 2024 | 33.54% |
July 31, 2024 | 33.54% |
June 30, 2024 | 33.54% |
May 31, 2024 | 33.54% |
April 30, 2024 | 33.54% |
March 31, 2024 | 33.54% |
February 29, 2024 | 33.54% |
January 31, 2024 | 33.54% |
December 31, 2023 | 33.54% |
November 30, 2023 | 33.54% |
October 31, 2023 | 33.54% |
September 30, 2023 | 33.54% |
August 31, 2023 | 33.54% |
July 31, 2023 | 33.54% |
June 30, 2023 | 33.54% |
May 31, 2023 | 33.54% |
April 30, 2023 | 33.54% |
March 31, 2023 | 33.54% |
February 28, 2023 | 33.54% |
January 31, 2023 | 33.54% |
December 31, 2022 | 33.54% |
November 30, 2022 | 33.54% |
October 31, 2022 | 33.54% |
September 30, 2022 | 33.54% |
Date | Value |
---|---|
August 31, 2022 | 33.54% |
July 31, 2022 | 33.54% |
June 30, 2022 | 33.54% |
May 31, 2022 | 33.54% |
April 30, 2022 | 33.54% |
March 31, 2022 | 33.54% |
February 28, 2022 | 33.54% |
January 31, 2022 | 33.54% |
December 31, 2021 | 33.54% |
November 30, 2021 | 33.54% |
October 31, 2021 | 33.54% |
September 30, 2021 | 33.54% |
August 31, 2021 | 33.54% |
July 31, 2021 | 33.54% |
June 30, 2021 | 33.54% |
May 31, 2021 | 33.54% |
April 30, 2021 | 33.54% |
March 31, 2021 | 33.54% |
February 28, 2021 | 33.54% |
January 31, 2021 | 33.54% |
December 31, 2020 | 33.54% |
November 30, 2020 | 33.54% |
October 31, 2020 | 33.54% |
September 30, 2020 | 33.54% |
August 31, 2020 | 33.54% |
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
18.39%
Minimum
Nov 2019
33.54%
Maximum
Mar 2020
32.51%
Average
33.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2518 |
Beta (5Y) | 0.851 |
Alpha (vs YCharts Benchmark) (5Y) | -1.150 |
Beta (vs YCharts Benchmark) (5Y) | 0.7577 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.26% |
Historical Sharpe Ratio (5Y) | 0.4472 |
Historical Sortino (5Y) | 0.4269 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.54% |