Vanguard Communication Services ETF (VOX)
100.07
-3.13 (-3.03%)
USD |
NYSEARCA |
May 18, 16:00
100.07
0.00 (0.00%)
After-Hours: 18:50
VOX Max Drawdown (5Y): 31.73% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.73% |
| March 31, 2022 | 31.17% |
| February 28, 2022 | 31.17% |
| January 31, 2022 | 31.17% |
| December 31, 2021 | 31.17% |
| November 30, 2021 | 31.17% |
| October 31, 2021 | 31.17% |
| September 30, 2021 | 31.17% |
| August 31, 2021 | 31.17% |
| July 31, 2021 | 31.17% |
| June 30, 2021 | 31.17% |
| May 31, 2021 | 31.17% |
| April 30, 2021 | 31.17% |
| March 31, 2021 | 31.17% |
| February 28, 2021 | 31.17% |
| January 31, 2021 | 31.17% |
| December 31, 2020 | 31.17% |
| November 30, 2020 | 31.17% |
| October 31, 2020 | 31.17% |
| September 30, 2020 | 31.17% |
| August 31, 2020 | 31.17% |
| July 31, 2020 | 31.17% |
| June 30, 2020 | 31.17% |
| May 31, 2020 | 31.17% |
| April 30, 2020 | 31.17% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.17% |
| February 29, 2020 | 28.95% |
| January 31, 2020 | 28.95% |
| December 31, 2019 | 28.95% |
| November 30, 2019 | 28.95% |
| October 31, 2019 | 28.95% |
| September 30, 2019 | 28.95% |
| August 31, 2019 | 28.95% |
| July 31, 2019 | 28.95% |
| June 30, 2019 | 28.95% |
| May 31, 2019 | 28.95% |
| April 30, 2019 | 28.95% |
| March 31, 2019 | 28.95% |
| February 28, 2019 | 28.95% |
| January 31, 2019 | 28.95% |
| December 31, 2018 | 28.95% |
| November 30, 2018 | 21.62% |
| October 31, 2018 | 20.72% |
| September 30, 2018 | 17.55% |
| August 31, 2018 | 17.55% |
| July 31, 2018 | 17.55% |
| June 30, 2018 | 17.55% |
| May 31, 2018 | 17.55% |
| April 30, 2018 | 17.55% |
| March 31, 2018 | 17.37% |
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
13.26%
Minimum
May 2017
31.73%
Maximum
Apr 2022
25.99%
Average
28.95%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.004 |
| Beta (5Y) | 1.060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.76% |
| Historical Sharpe Ratio (5Y) | 0.179 |
| Historical Sortino (5Y) | 0.2192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.32% |