Vanguard 500 Index Fund ETF (VOO)
635.52
-2.51
(-0.39%)
USD |
NYSEARCA |
Jan 14, 09:34
VOO Max Drawdown (5Y): 24.53% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SPDR S&P 500 ETF Trust | 24.50% |
| State Street SPDR Portfolio S&P 500 ETF | 24.49% |
| iShares Core S&P 500 ETF | 24.52% |
| Schwab US Large-Cap ETF | 25.40% |
| State Street SPDR Prft S&P 1500 Comp Stk Mkt ETF | 24.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0377 |
| Beta (5Y) | 1.001 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0377 |
| Beta (vs YCharts Benchmark) (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.84% |
| Historical Sharpe Ratio (5Y) | 0.7534 |
| Historical Sortino (5Y) | 1.084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.86% |