Vanguard S&P Small-Cap 600 Index Fund ETF (VIOO)
107.42
-0.85
(-0.79%)
USD |
NYSEARCA |
Dec 24, 13:00
107.42
0.00 (0.00%)
After-Hours: 13:59
VIOO Max Drawdown (5Y): 44.14% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| iShares Core S&P Small-Cap ETF | 44.35% |
| SPDR Portfolio S&P 600 Small Cap ETF | 42.88% |
| Invesco S&P SmallCap Momentum ETF | 39.39% |
| Vanguard Small-Cap Index Fund ETF | 42.05% |
| Schwab US Small-Cap ETF | 42.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.716 |
| Beta (5Y) | 1.128 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9893 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9841 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.68% |
| Historical Sharpe Ratio (5Y) | 0.3254 |
| Historical Sortino (5Y) | 0.3996 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.22% |