Vanguard Global ex-US Real Est ETF (VNQI)
44.27
0.00 (0.00%)
USD |
NASDAQ |
Jul 01, 16:00
44.24
-0.03 (-0.07%)
After-Hours: 20:00
VNQI Max Drawdown (5Y): 38.35% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 38.35% |
May 31, 2022 | 38.35% |
April 30, 2022 | 38.35% |
March 31, 2022 | 38.35% |
February 28, 2022 | 38.35% |
January 31, 2022 | 38.35% |
December 31, 2021 | 38.35% |
November 30, 2021 | 38.35% |
October 31, 2021 | 38.35% |
September 30, 2021 | 38.35% |
August 31, 2021 | 38.35% |
July 31, 2021 | 38.35% |
June 30, 2021 | 38.35% |
May 31, 2021 | 38.35% |
April 30, 2021 | 38.35% |
March 31, 2021 | 38.35% |
February 28, 2021 | 38.35% |
January 31, 2021 | 38.35% |
December 31, 2020 | 38.35% |
November 30, 2020 | 38.35% |
October 31, 2020 | 38.35% |
September 30, 2020 | 38.35% |
August 31, 2020 | 38.35% |
July 31, 2020 | 38.35% |
June 30, 2020 | 38.35% |
Date | Value |
---|---|
May 31, 2020 | 38.35% |
April 30, 2020 | 38.35% |
March 31, 2020 | 38.35% |
February 29, 2020 | 21.53% |
January 31, 2020 | 21.53% |
December 31, 2019 | 21.53% |
November 30, 2019 | 21.53% |
October 31, 2019 | 21.53% |
September 30, 2019 | 21.53% |
August 31, 2019 | 21.53% |
July 31, 2019 | 21.53% |
June 30, 2019 | 21.53% |
May 31, 2019 | 21.53% |
April 30, 2019 | 21.53% |
March 31, 2019 | 21.53% |
February 28, 2019 | 21.53% |
January 31, 2019 | 21.53% |
December 31, 2018 | 21.53% |
November 30, 2018 | 21.53% |
October 31, 2018 | 21.53% |
September 30, 2018 | 21.53% |
August 31, 2018 | 21.53% |
July 31, 2018 | 21.53% |
June 30, 2018 | 21.53% |
May 31, 2018 | 21.53% |
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
21.53%
Minimum
Jul 2017
38.35%
Maximum
Mar 2020
29.38%
Average
21.53%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.721 |
Beta (5Y) | 0.823 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.77% |
Historical Sharpe Ratio (5Y) | 0.0049 |
Historical Sortino (5Y) | 0.0048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.37% |