Vanguard Canadian Long-Term Bond ETF (VLB.TO)
21.38
+0.03
(+0.14%)
CAD |
TSX |
Nov 14, 16:00
VLB.TO Max Drawdown (5Y): 33.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.34% |
| September 30, 2024 | 33.34% |
| August 31, 2024 | 33.34% |
| July 31, 2024 | 33.34% |
| June 30, 2024 | 33.34% |
| May 31, 2024 | 33.34% |
| April 30, 2024 | 33.34% |
| March 31, 2024 | 33.34% |
| February 29, 2024 | 33.34% |
| January 31, 2024 | 33.34% |
| December 31, 2023 | 33.34% |
| November 30, 2023 | 33.34% |
| October 31, 2023 | 33.34% |
| September 30, 2023 | 33.18% |
| August 31, 2023 | 33.18% |
| July 31, 2023 | 33.18% |
| June 30, 2023 | 33.18% |
| May 31, 2023 | 33.18% |
| April 30, 2023 | 33.18% |
| March 31, 2023 | 33.18% |
| February 28, 2023 | 33.18% |
| January 31, 2023 | 33.18% |
| December 31, 2022 | 33.18% |
| November 30, 2022 | 33.18% |
| October 31, 2022 | 33.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.75% |
| August 31, 2022 | 30.75% |
| July 31, 2022 | 30.75% |
| June 30, 2022 | 30.75% |
| May 31, 2022 | 27.29% |
| April 30, 2022 | 24.57% |
| March 31, 2022 | 21.02% |
| February 28, 2022 | 18.26% |
| January 31, 2022 | 18.26% |
| December 31, 2021 | 18.26% |
| November 30, 2021 | 18.26% |
| October 31, 2021 | 18.26% |
| September 30, 2021 | 18.26% |
| August 31, 2021 | 18.26% |
| July 31, 2021 | 18.26% |
| June 30, 2021 | 18.26% |
| May 31, 2021 | 18.26% |
| April 30, 2021 | 18.26% |
| March 31, 2021 | 18.26% |
| February 28, 2021 | 18.26% |
| January 31, 2021 | 18.26% |
| December 31, 2020 | 18.26% |
| November 30, 2020 | 18.26% |
| October 31, 2020 | 18.26% |
| September 30, 2020 | 18.26% |
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
7.35%
Minimum
Nov 2019
33.34%
Maximum
Oct 2023
24.92%
Average
25.93%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9435 |
| Beta (5Y) | 2.200 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.518 |
| Beta (vs YCharts Benchmark) (5Y) | 1.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.63% |
| Historical Sharpe Ratio (5Y) | -0.327 |
| Historical Sortino (5Y) | -0.5714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.06% |