Vanguard Real Estate ETF (VNQ)
81.45
-0.69
(-0.84%)
USD |
NYSEARCA |
May 08, 16:00
81.75
+0.30
(+0.37%)
Pre-Market: 08:04
VNQ Max Drawdown (5Y): 42.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.42% |
March 31, 2024 | 42.42% |
February 29, 2024 | 42.42% |
January 31, 2024 | 42.42% |
December 31, 2023 | 42.42% |
November 30, 2023 | 42.42% |
October 31, 2023 | 42.42% |
September 30, 2023 | 42.42% |
August 31, 2023 | 42.42% |
July 31, 2023 | 42.42% |
June 30, 2023 | 42.42% |
May 31, 2023 | 42.42% |
April 30, 2023 | 42.42% |
March 31, 2023 | 42.42% |
February 28, 2023 | 42.42% |
January 31, 2023 | 42.42% |
December 31, 2022 | 42.42% |
November 30, 2022 | 42.42% |
October 31, 2022 | 42.42% |
September 30, 2022 | 42.42% |
August 31, 2022 | 42.42% |
July 31, 2022 | 42.42% |
June 30, 2022 | 42.42% |
May 31, 2022 | 42.42% |
April 30, 2022 | 42.42% |
Date | Value |
---|---|
March 31, 2022 | 42.42% |
February 28, 2022 | 42.42% |
January 31, 2022 | 42.42% |
December 31, 2021 | 42.42% |
November 30, 2021 | 42.42% |
October 31, 2021 | 42.42% |
September 30, 2021 | 42.42% |
August 31, 2021 | 42.42% |
July 31, 2021 | 42.42% |
June 30, 2021 | 42.42% |
May 31, 2021 | 42.42% |
April 30, 2021 | 42.42% |
March 31, 2021 | 42.42% |
February 28, 2021 | 42.42% |
January 31, 2021 | 42.42% |
December 31, 2020 | 42.42% |
November 30, 2020 | 42.42% |
October 31, 2020 | 42.42% |
September 30, 2020 | 42.42% |
August 31, 2020 | 42.42% |
July 31, 2020 | 42.42% |
June 30, 2020 | 42.42% |
May 31, 2020 | 42.42% |
April 30, 2020 | 42.42% |
March 31, 2020 | 42.42% |
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
17.24%
Minimum
May 2019
42.42%
Maximum
Mar 2020
38.22%
Average
42.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
iShares US Real Estate ETF | 42.32% |
SPDR® Dow Jones REIT ETF | 44.37% |
Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.481 |
Beta (5Y) | 1.002 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5077 |
Beta (vs YCharts Benchmark) (5Y) | 1.014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.54% |
Historical Sharpe Ratio (5Y) | -0.0023 |
Historical Sortino (5Y) | -0.0026 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.21% |