VanEck Vectors Vietnam ETF (VNM)
18.90
+0.30 (+1.61%)
USD |
Apr 12, 16:59
VNM Max Drawdown (5Y): 51.60% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 51.60% |
| February 28, 2021 | 51.60% |
| January 31, 2021 | 51.60% |
| December 31, 2020 | 51.60% |
| November 30, 2020 | 51.60% |
| October 31, 2020 | 51.60% |
| September 30, 2020 | 51.60% |
| August 31, 2020 | 51.60% |
| July 31, 2020 | 51.60% |
| June 30, 2020 | 51.60% |
| May 31, 2020 | 51.60% |
| April 30, 2020 | 51.60% |
| March 31, 2020 | 51.60% |
| February 29, 2020 | 47.01% |
| January 31, 2020 | 47.01% |
| December 31, 2019 | 47.01% |
| November 30, 2019 | 47.01% |
| October 31, 2019 | 47.01% |
| September 30, 2019 | 47.01% |
| August 31, 2019 | 50.96% |
| July 31, 2019 | 50.96% |
| June 30, 2019 | 50.96% |
| May 31, 2019 | 50.96% |
| April 30, 2019 | 50.96% |
| March 31, 2019 | 50.96% |
| Date | Value |
|---|---|
| February 28, 2019 | 50.96% |
| January 31, 2019 | 50.96% |
| December 31, 2018 | 50.96% |
| November 30, 2018 | 50.96% |
| October 31, 2018 | 50.96% |
| September 30, 2018 | 50.96% |
| August 31, 2018 | 50.96% |
| July 31, 2018 | 50.96% |
| June 30, 2018 | 50.96% |
| May 31, 2018 | 50.96% |
| April 30, 2018 | 50.96% |
| March 31, 2018 | 50.96% |
| February 28, 2018 | 50.96% |
| January 31, 2018 | 50.96% |
| December 31, 2017 | 50.96% |
| November 30, 2017 | 50.96% |
| October 31, 2017 | 50.96% |
| September 30, 2017 | 50.96% |
| August 31, 2017 | 50.96% |
| July 31, 2017 | 50.96% |
| June 30, 2017 | 50.96% |
| May 31, 2017 | 50.96% |
| April 30, 2017 | 50.96% |
| March 31, 2017 | 50.96% |
| February 28, 2017 | 50.96% |
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
47.01%
Minimum
Sep 2019
54.21%
Maximum
Apr 2016
51.19%
Average
50.96%
Median
Jan 2017
Max Drawdown (5Y) Benchmarks
| Franklin FTSE South Africa ETF | -- |
| iShares MSCI Saudi Arabia ETF | 40.56% |
| iShares MSCI Israel ETF | 38.24% |
| iShares MSCI Turkey ETF | 64.88% |
| iShares MSCI Ireland ETF | 46.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.348 |
| Beta (5Y) | 1.121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.87% |
| Historical Sharpe Ratio (5Y) | 0.3581 |
| Historical Sortino (5Y) | 0.4264 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |