Vanguard Mid-Cap Growth ETF (VOT)
235.79
+2.37
(+1.02%)
USD |
NYSEARCA |
Mar 27, 16:00
235.81
+0.02
(+0.01%)
After-Hours: 20:00
VOT Max Drawdown (5Y): 37.19% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 37.19% |
January 31, 2024 | 37.19% |
December 31, 2023 | 37.19% |
November 30, 2023 | 37.19% |
October 31, 2023 | 37.19% |
September 30, 2023 | 37.19% |
August 31, 2023 | 37.19% |
July 31, 2023 | 37.19% |
June 30, 2023 | 37.19% |
May 31, 2023 | 37.19% |
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% |
Date | Value |
---|---|
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% |
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% |
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
21.84%
Minimum
Mar 2019
37.19%
Maximum
Oct 2022
33.65%
Average
36.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.017 |
Beta (5Y) | 1.114 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9612 |
Beta (vs YCharts Benchmark) (5Y) | 0.9883 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.55% |
Historical Sharpe Ratio (5Y) | 0.5044 |
Historical Sortino (5Y) | 0.6365 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.08% |