Vanguard Mortgage-Backed Secs ETF (VMBS)
45.58
-0.05
(-0.11%)
USD |
NASDAQ |
Nov 14, 16:00
45.58
0.00 (0.00%)
After-Hours: 18:13
VMBS Max Drawdown (5Y): 17.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.47% |
| September 30, 2024 | 17.47% |
| August 31, 2024 | 17.47% |
| July 31, 2024 | 17.47% |
| June 30, 2024 | 17.47% |
| May 31, 2024 | 17.47% |
| April 30, 2024 | 17.47% |
| March 31, 2024 | 17.47% |
| February 29, 2024 | 17.47% |
| January 31, 2024 | 17.47% |
| December 31, 2023 | 17.47% |
| November 30, 2023 | 17.47% |
| October 31, 2023 | 17.47% |
| September 30, 2023 | 17.47% |
| August 31, 2023 | 17.47% |
| July 31, 2023 | 17.47% |
| June 30, 2023 | 17.47% |
| May 31, 2023 | 17.47% |
| April 30, 2023 | 17.47% |
| March 31, 2023 | 17.47% |
| February 28, 2023 | 17.47% |
| January 31, 2023 | 17.47% |
| December 31, 2022 | 17.47% |
| November 30, 2022 | 17.47% |
| October 31, 2022 | 17.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.08% |
| August 31, 2022 | 13.16% |
| July 31, 2022 | 13.16% |
| June 30, 2022 | 13.16% |
| May 31, 2022 | 10.70% |
| April 30, 2022 | 10.02% |
| March 31, 2022 | 7.39% |
| February 28, 2022 | 5.08% |
| January 31, 2022 | 5.08% |
| December 31, 2021 | 5.08% |
| November 30, 2021 | 5.08% |
| October 31, 2021 | 5.08% |
| September 30, 2021 | 5.08% |
| August 31, 2021 | 5.08% |
| July 31, 2021 | 5.08% |
| June 30, 2021 | 5.08% |
| May 31, 2021 | 5.08% |
| April 30, 2021 | 5.08% |
| March 31, 2021 | 5.08% |
| February 28, 2021 | 5.08% |
| January 31, 2021 | 5.08% |
| December 31, 2020 | 5.08% |
| November 30, 2020 | 5.08% |
| October 31, 2020 | 5.08% |
| September 30, 2020 | 5.08% |
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
3.26%
Minimum
Nov 2019
17.47%
Maximum
Oct 2022
10.92%
Average
10.36%
Median
Max Drawdown (5Y) Benchmarks
| iShares MBS ETF | 17.64% |
| SPDR® Portfolio Intmdt Term Trs ETF | 16.12% |
| SPDR® Portfolio Mortgage Backed Bond ETF | 18.03% |
| Schwab Intermediate-Term US Trs ETF™ | 16.11% |
| iShares US Treasury Bond ETF | 19.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4185 |
| Beta (5Y) | 0.9823 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4185 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.52% |
| Historical Sharpe Ratio (5Y) | -0.4547 |
| Historical Sortino (5Y) | -0.6375 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.41% |