Vanguard Mid-Cap Value ETF (VOE)
144.23
+3.76 (+2.68%)
USD |
NYSEARCA |
Dec 02, 13:28
VOE Max Drawdown (5Y): 43.20% for Nov. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2021 | 43.20% |
| October 31, 2021 | 43.20% |
| September 30, 2021 | 43.20% |
| August 31, 2021 | 43.20% |
| July 31, 2021 | 43.20% |
| June 30, 2021 | 43.20% |
| May 31, 2021 | 43.20% |
| April 30, 2021 | 43.20% |
| March 31, 2021 | 43.20% |
| February 28, 2021 | 43.20% |
| January 31, 2021 | 43.20% |
| December 31, 2020 | 43.20% |
| November 30, 2020 | 43.20% |
| October 31, 2020 | 43.20% |
| September 30, 2020 | 43.20% |
| August 31, 2020 | 43.20% |
| July 31, 2020 | 43.20% |
| June 30, 2020 | 43.20% |
| May 31, 2020 | 43.20% |
| April 30, 2020 | 43.20% |
| March 31, 2020 | 43.20% |
| February 29, 2020 | 21.49% |
| January 31, 2020 | 21.49% |
| December 31, 2019 | 21.49% |
| November 30, 2019 | 21.49% |
| Date | Value |
|---|---|
| October 31, 2019 | 21.49% |
| September 30, 2019 | 21.49% |
| August 31, 2019 | 21.49% |
| July 31, 2019 | 21.49% |
| June 30, 2019 | 21.49% |
| May 31, 2019 | 21.49% |
| April 30, 2019 | 21.49% |
| March 31, 2019 | 21.49% |
| February 28, 2019 | 21.49% |
| January 31, 2019 | 21.49% |
| December 31, 2018 | 21.49% |
| November 30, 2018 | 18.04% |
| October 31, 2018 | 18.04% |
| September 30, 2018 | 18.04% |
| August 31, 2018 | 18.04% |
| July 31, 2018 | 18.04% |
| June 30, 2018 | 18.04% |
| May 31, 2018 | 18.04% |
| April 30, 2018 | 18.04% |
| March 31, 2018 | 18.04% |
| February 28, 2018 | 18.04% |
| January 31, 2018 | 18.04% |
| December 31, 2017 | 18.04% |
| November 30, 2017 | 18.04% |
| October 31, 2017 | 18.04% |
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
18.04%
Minimum
Dec 2016
43.20%
Maximum
Mar 2020
27.71%
Average
21.49%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.285 |
| Beta (5Y) | 1.113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.22% |
| Historical Sharpe Ratio (5Y) | 0.5622 |
| Historical Sortino (5Y) | 0.4857 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.47% |