Janus Henderson Short Duration Inc ETF (VNLA)
48.37
-0.01
(-0.02%)
USD |
NYSEARCA |
Apr 26, 09:50
VNLA Max Drawdown (5Y): 4.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 4.49% |
February 29, 2024 | 4.49% |
January 31, 2024 | 4.49% |
December 31, 2023 | 4.49% |
November 30, 2023 | 4.49% |
October 31, 2023 | 4.49% |
September 30, 2023 | 4.49% |
August 31, 2023 | 4.49% |
July 31, 2023 | 4.49% |
June 30, 2023 | 4.49% |
May 31, 2023 | 4.49% |
April 30, 2023 | 4.49% |
March 31, 2023 | 4.49% |
February 28, 2023 | 4.49% |
January 31, 2023 | 4.49% |
December 31, 2022 | 4.49% |
November 30, 2022 | 4.49% |
October 31, 2022 | 4.49% |
September 30, 2022 | 4.49% |
August 31, 2022 | 4.49% |
July 31, 2022 | 4.49% |
June 30, 2022 | 4.49% |
May 31, 2022 | 4.49% |
April 30, 2022 | 4.49% |
March 31, 2022 | 4.49% |
Date | Value |
---|---|
February 28, 2022 | 4.49% |
January 31, 2022 | 4.49% |
December 31, 2021 | 4.49% |
November 30, 2021 | 4.49% |
October 31, 2021 | 4.49% |
September 30, 2021 | 4.49% |
August 31, 2021 | 4.49% |
July 31, 2021 | 4.49% |
June 30, 2021 | 4.49% |
May 31, 2021 | 4.49% |
April 30, 2021 | 4.49% |
March 31, 2021 | 4.49% |
February 28, 2021 | 4.49% |
January 31, 2021 | 4.49% |
December 31, 2020 | 4.49% |
November 30, 2020 | 4.49% |
October 31, 2020 | 4.49% |
September 30, 2020 | 4.49% |
August 31, 2020 | 4.49% |
July 31, 2020 | 4.49% |
June 30, 2020 | 4.49% |
May 31, 2020 | 4.49% |
April 30, 2020 | 4.49% |
March 31, 2020 | 4.49% |
February 29, 2020 | 0.44% |
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
0.44%
Minimum
Apr 2019
4.49%
Maximum
Mar 2020
3.75%
Average
4.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6968 |
Beta (5Y) | 0.1392 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6968 |
Beta (vs YCharts Benchmark) (5Y) | 0.1392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.65% |
Historical Sharpe Ratio (5Y) | 0.2849 |
Historical Sortino (5Y) | 0.2707 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.38% |