Vanguard Dividend Appreciation ETF (VIG)
182.55
-1.14
(-0.62%)
USD |
NYSEARCA |
Jun 28, 16:00
182.51
-0.04
(-0.02%)
After-Hours: 20:00
VIG Max Drawdown (5Y): 31.72% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 31.72% |
April 30, 2024 | 31.72% |
March 31, 2024 | 31.72% |
February 29, 2024 | 31.72% |
January 31, 2024 | 31.72% |
December 31, 2023 | 31.72% |
November 30, 2023 | 31.72% |
October 31, 2023 | 31.72% |
September 30, 2023 | 31.72% |
August 31, 2023 | 31.72% |
July 31, 2023 | 31.72% |
June 30, 2023 | 31.72% |
May 31, 2023 | 31.72% |
April 30, 2023 | 31.72% |
March 31, 2023 | 31.72% |
February 28, 2023 | 31.72% |
January 31, 2023 | 31.72% |
December 31, 2022 | 31.72% |
November 30, 2022 | 31.72% |
October 31, 2022 | 31.72% |
September 30, 2022 | 31.72% |
August 31, 2022 | 31.72% |
July 31, 2022 | 31.72% |
June 30, 2022 | 31.72% |
May 31, 2022 | 31.72% |
Date | Value |
---|---|
April 30, 2022 | 31.72% |
March 31, 2022 | 31.72% |
February 28, 2022 | 31.72% |
January 31, 2022 | 31.72% |
December 31, 2021 | 31.72% |
November 30, 2021 | 31.72% |
October 31, 2021 | 31.72% |
September 30, 2021 | 31.72% |
August 31, 2021 | 31.72% |
July 31, 2021 | 31.72% |
June 30, 2021 | 31.72% |
May 31, 2021 | 31.72% |
April 30, 2021 | 31.72% |
March 31, 2021 | 31.72% |
February 28, 2021 | 31.72% |
January 31, 2021 | 31.72% |
December 31, 2020 | 31.72% |
November 30, 2020 | 31.72% |
October 31, 2020 | 31.72% |
September 30, 2020 | 31.72% |
August 31, 2020 | 31.72% |
July 31, 2020 | 31.72% |
June 30, 2020 | 31.72% |
May 31, 2020 | 31.72% |
April 30, 2020 | 31.72% |
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
17.27%
Minimum
Jun 2019
31.72%
Maximum
Mar 2020
29.55%
Average
31.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7587 |
Beta (5Y) | 0.8416 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7587 |
Beta (vs YCharts Benchmark) (5Y) | 0.8416 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.50% |
Historical Sharpe Ratio (5Y) | 0.653 |
Historical Sortino (5Y) | 0.7377 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.39% |