Vanguard Global ex-US Real Est ETF (VNQI)
39.92
+0.12
(+0.30%)
USD |
NASDAQ |
Apr 19, 16:00
39.92
0.00 (0.00%)
After-Hours: 20:00
VNQI Max Drawdown (5Y): 38.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.35% |
February 29, 2024 | 38.35% |
January 31, 2024 | 38.35% |
December 31, 2023 | 38.35% |
November 30, 2023 | 38.35% |
October 31, 2023 | 38.35% |
September 30, 2023 | 38.35% |
August 31, 2023 | 38.35% |
July 31, 2023 | 38.35% |
June 30, 2023 | 38.35% |
May 31, 2023 | 38.35% |
April 30, 2023 | 38.35% |
March 31, 2023 | 38.35% |
February 28, 2023 | 38.35% |
January 31, 2023 | 38.35% |
December 31, 2022 | 38.35% |
November 30, 2022 | 38.35% |
October 31, 2022 | 38.35% |
September 30, 2022 | 38.35% |
August 31, 2022 | 38.35% |
July 31, 2022 | 38.35% |
June 30, 2022 | 38.35% |
May 31, 2022 | 38.35% |
April 30, 2022 | 38.35% |
March 31, 2022 | 38.35% |
Date | Value |
---|---|
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% |
May 31, 2020 | 38.35% |
April 30, 2020 | 38.35% |
March 31, 2020 | 38.35% |
February 29, 2020 | 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
Apr 2019
38.35%
Maximum
Mar 2020
35.26%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.92 |
Beta (5Y) | 0.8831 |
Alpha (vs YCharts Benchmark) (5Y) | -6.675 |
Beta (vs YCharts Benchmark) (5Y) | 0.7907 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.91% |
Historical Sharpe Ratio (5Y) | -0.2521 |
Historical Sortino (5Y) | -0.2735 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |