Vanguard Mid-Cap Value ETF (VOE)
143.92
+0.35 (+0.24%)
USD |
NYSEARCA |
Jan 27, 16:00
143.89
-0.03 (-0.02%)
After-Hours: 20:00
VOE Max Drawdown (5Y): 43.20% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 43.20% |
| November 30, 2022 | 43.20% |
| October 31, 2022 | 43.20% |
| September 30, 2022 | 43.20% |
| August 31, 2022 | 43.20% |
| July 31, 2022 | 43.20% |
| June 30, 2022 | 43.20% |
| May 31, 2022 | 43.20% |
| April 30, 2022 | 43.20% |
| March 31, 2022 | 43.20% |
| February 28, 2022 | 43.20% |
| January 31, 2022 | 43.20% |
| December 31, 2021 | 43.20% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Jan 2018
43.20%
Maximum
Mar 2020
33.16%
Average
43.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.427 |
| Beta (5Y) | 1.044 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.000 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.10% |
| Historical Sharpe Ratio (5Y) | 0.3421 |
| Historical Sortino (5Y) | 0.3449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |