Vanguard S&P 500 Value ETF (VOOV)
172.89
0.00 (0.00%)
USD |
NYSEARCA |
May 01, 10:24
VOOV Max Drawdown (5Y): 37.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.32% |
March 31, 2024 | 37.32% |
February 29, 2024 | 37.32% |
January 31, 2024 | 37.32% |
December 31, 2023 | 37.32% |
November 30, 2023 | 37.32% |
October 31, 2023 | 37.32% |
September 30, 2023 | 37.32% |
August 31, 2023 | 37.32% |
July 31, 2023 | 37.32% |
June 30, 2023 | 37.32% |
May 31, 2023 | 37.32% |
April 30, 2023 | 37.32% |
March 31, 2023 | 37.32% |
February 28, 2023 | 37.32% |
January 31, 2023 | 37.32% |
December 31, 2022 | 37.32% |
November 30, 2022 | 37.32% |
October 31, 2022 | 37.32% |
September 30, 2022 | 37.32% |
August 31, 2022 | 37.32% |
July 31, 2022 | 37.32% |
June 30, 2022 | 37.32% |
May 31, 2022 | 37.32% |
April 30, 2022 | 37.32% |
Date | Value |
---|---|
March 31, 2022 | 37.32% |
February 28, 2022 | 37.32% |
January 31, 2022 | 37.32% |
December 31, 2021 | 37.32% |
November 30, 2021 | 37.32% |
October 31, 2021 | 37.32% |
September 30, 2021 | 37.32% |
August 31, 2021 | 37.32% |
July 31, 2021 | 37.32% |
June 30, 2021 | 37.32% |
May 31, 2021 | 37.32% |
April 30, 2021 | 37.32% |
March 31, 2021 | 37.32% |
February 28, 2021 | 37.32% |
January 31, 2021 | 37.32% |
December 31, 2020 | 37.32% |
November 30, 2020 | 37.32% |
October 31, 2020 | 37.32% |
September 30, 2020 | 37.32% |
August 31, 2020 | 37.32% |
July 31, 2020 | 37.32% |
June 30, 2020 | 37.32% |
May 31, 2020 | 37.32% |
April 30, 2020 | 37.32% |
March 31, 2020 | 37.32% |
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
19.20%
Minimum
May 2019
37.32%
Maximum
Mar 2020
34.30%
Average
37.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.373 |
Beta (5Y) | 0.9474 |
Alpha (vs YCharts Benchmark) (5Y) | 2.787 |
Beta (vs YCharts Benchmark) (5Y) | 0.9771 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.90% |
Historical Sharpe Ratio (5Y) | 0.4861 |
Historical Sortino (5Y) | 0.5204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.02% |