Vanguard FTSE Dev ex NA Hh Div Yld ETF (VIDY.TO)
31.40
+0.14
(+0.45%)
CAD |
TSX |
Nov 15, 16:00
VIDY.TO Max Drawdown (5Y): 31.98% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 31.98% |
| August 31, 2024 | 31.98% |
| July 31, 2024 | 31.98% |
| June 30, 2024 | 31.98% |
| May 31, 2024 | 31.98% |
| April 30, 2024 | 31.98% |
| March 31, 2024 | 31.98% |
| February 29, 2024 | 31.98% |
| January 31, 2024 | 31.98% |
| December 31, 2023 | 31.98% |
| November 30, 2023 | 31.98% |
| October 31, 2023 | 31.98% |
| September 30, 2023 | 31.98% |
| August 31, 2023 | 31.98% |
| July 31, 2023 | 31.98% |
| June 30, 2023 | 31.98% |
| May 31, 2023 | 31.98% |
| April 30, 2023 | 31.98% |
| March 31, 2023 | 31.98% |
| February 28, 2023 | 31.98% |
| January 31, 2023 | 31.98% |
| December 31, 2022 | 31.98% |
| November 30, 2022 | 31.98% |
| October 31, 2022 | 31.98% |
| September 30, 2022 | 31.98% |
| Date | Value |
|---|---|
| August 31, 2022 | 31.98% |
| July 31, 2022 | 31.98% |
| June 30, 2022 | 31.98% |
| May 31, 2022 | 31.98% |
| April 30, 2022 | 31.98% |
| March 31, 2022 | 31.98% |
| February 28, 2022 | 31.98% |
| January 31, 2022 | 31.98% |
| December 31, 2021 | 31.98% |
| November 30, 2021 | 31.98% |
| October 31, 2021 | 31.98% |
| September 30, 2021 | 31.98% |
| August 31, 2021 | 31.98% |
| July 31, 2021 | 31.98% |
| June 30, 2021 | 31.98% |
| May 31, 2021 | 31.98% |
| April 30, 2021 | 31.98% |
| March 31, 2021 | 31.98% |
| February 28, 2021 | 31.98% |
| January 31, 2021 | 31.98% |
| December 31, 2020 | 31.98% |
| November 30, 2020 | 31.98% |
| October 31, 2020 | 31.98% |
| September 30, 2020 | 31.98% |
| August 31, 2020 | 31.98% |
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
10.49%
Minimum
Nov 2019
31.98%
Maximum
Mar 2020
30.53%
Average
31.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0275 |
| Beta (5Y) | 0.8332 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.249 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.29% |
| Historical Sharpe Ratio (5Y) | 0.4506 |
| Historical Sortino (5Y) | 0.4721 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.21% |