Vanguard Mortgage-Backed Secs ETF (VMBS)
44.22
-0.15
(-0.34%)
USD |
NASDAQ |
Apr 25, 16:00
44.22
0.00 (0.00%)
Pre-Market: 20:00
VMBS Max Drawdown (5Y): 17.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 5.08% |
| July 31, 2020 | 5.08% |
| June 30, 2020 | 5.08% |
| May 31, 2020 | 5.08% |
| April 30, 2020 | 5.08% |
| March 31, 2020 | 5.08% |
| February 29, 2020 | 3.26% |
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
3.26%
Minimum
Apr 2019
17.47%
Maximum
Oct 2022
9.26%
Average
5.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9072 |
| Beta (5Y) | 0.9372 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9072 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.19% |
| Historical Sharpe Ratio (5Y) | -0.3939 |
| Historical Sortino (5Y) | -0.5138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.41% |