Vanguard Mid-Cap Growth ETF (VOT)
191.77
+2.52
(+1.33%)
USD |
NYSEARCA |
May 26, 16:00
191.80
+0.03
(+0.02%)
After-Hours: 20:00
VOT Max Drawdown (5Y): 37.19% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 37.19% |
| March 31, 2023 | 37.19% |
| February 28, 2023 | 37.19% |
| January 31, 2023 | 37.19% |
| December 31, 2022 | 37.19% |
| November 30, 2022 | 37.19% |
| October 31, 2022 | 37.19% |
| September 30, 2022 | 36.63% |
| August 31, 2022 | 36.63% |
| July 31, 2022 | 36.63% |
| June 30, 2022 | 36.63% |
| May 31, 2022 | 36.23% |
| April 30, 2022 | 36.23% |
| March 31, 2022 | 36.23% |
| February 28, 2022 | 36.23% |
| January 31, 2022 | 36.23% |
| December 31, 2021 | 36.23% |
| November 30, 2021 | 36.23% |
| October 31, 2021 | 36.23% |
| September 30, 2021 | 36.23% |
| August 31, 2021 | 36.23% |
| July 31, 2021 | 36.23% |
| June 30, 2021 | 36.23% |
| May 31, 2021 | 36.23% |
| April 30, 2021 | 36.23% |
| Date | Value |
|---|---|
| March 31, 2021 | 36.23% |
| February 28, 2021 | 36.23% |
| January 31, 2021 | 36.23% |
| December 31, 2020 | 36.23% |
| November 30, 2020 | 36.23% |
| October 31, 2020 | 36.23% |
| September 30, 2020 | 36.23% |
| August 31, 2020 | 36.23% |
| July 31, 2020 | 36.23% |
| June 30, 2020 | 36.23% |
| May 31, 2020 | 36.23% |
| April 30, 2020 | 36.23% |
| March 31, 2020 | 36.23% |
| February 29, 2020 | 21.84% |
| January 31, 2020 | 21.84% |
| December 31, 2019 | 21.84% |
| November 30, 2019 | 21.84% |
| October 31, 2019 | 21.84% |
| September 30, 2019 | 21.84% |
| August 31, 2019 | 21.84% |
| July 31, 2019 | 21.84% |
| June 30, 2019 | 21.84% |
| May 31, 2019 | 21.84% |
| April 30, 2019 | 21.84% |
| March 31, 2019 | 21.84% |
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
21.83%
Minimum
May 2018
37.19%
Maximum
Oct 2022
31.09%
Average
36.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.533 |
| Beta (5Y) | 1.103 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2985 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.01% |
| Historical Sharpe Ratio (5Y) | 0.4229 |
| Historical Sortino (5Y) | 0.5341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.13% |