Vanguard Russell 1000 Growth ETF (VONG)
83.40
-0.02
(-0.02%)
USD |
NASDAQ |
Apr 24, 16:00
82.60
-0.80
(-0.96%)
After-Hours: 20:00
VONG Max Drawdown (5Y): 32.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 32.72% |
| February 29, 2024 | 32.72% |
| January 31, 2024 | 32.72% |
| December 31, 2023 | 32.72% |
| November 30, 2023 | 32.72% |
| October 31, 2023 | 32.72% |
| September 30, 2023 | 32.72% |
| August 31, 2023 | 32.72% |
| July 31, 2023 | 32.72% |
| June 30, 2023 | 32.72% |
| May 31, 2023 | 32.72% |
| April 30, 2023 | 32.72% |
| March 31, 2023 | 32.72% |
| February 28, 2023 | 32.72% |
| January 31, 2023 | 32.72% |
| December 31, 2022 | 32.72% |
| November 30, 2022 | 32.72% |
| October 31, 2022 | 32.72% |
| September 30, 2022 | 31.88% |
| August 31, 2022 | 31.88% |
| July 31, 2022 | 31.88% |
| June 30, 2022 | 31.88% |
| May 31, 2022 | 31.71% |
| April 30, 2022 | 31.71% |
| March 31, 2022 | 31.71% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.71% |
| January 31, 2022 | 31.71% |
| December 31, 2021 | 31.71% |
| November 30, 2021 | 31.71% |
| October 31, 2021 | 31.71% |
| September 30, 2021 | 31.71% |
| August 31, 2021 | 31.71% |
| July 31, 2021 | 31.71% |
| June 30, 2021 | 31.71% |
| May 31, 2021 | 31.71% |
| April 30, 2021 | 31.71% |
| March 31, 2021 | 31.71% |
| February 28, 2021 | 31.71% |
| January 31, 2021 | 31.71% |
| December 31, 2020 | 31.71% |
| November 30, 2020 | 31.71% |
| October 31, 2020 | 31.71% |
| September 30, 2020 | 31.71% |
| August 31, 2020 | 31.71% |
| July 31, 2020 | 31.71% |
| June 30, 2020 | 31.71% |
| May 31, 2020 | 31.71% |
| April 30, 2020 | 31.71% |
| March 31, 2020 | 31.71% |
| February 29, 2020 | 22.01% |
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
22.01%
Minimum
Apr 2019
32.72%
Maximum
Oct 2022
30.25%
Average
31.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.412 |
| Beta (5Y) | 1.074 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0451 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9971 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.64% |
| Historical Sharpe Ratio (5Y) | 0.7593 |
| Historical Sortino (5Y) | 0.9727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.73% |