Vanguard Communication Services ETF (VOX)
127.48
-1.59
(-1.23%)
USD |
NYSEARCA |
Apr 19, 16:00
127.48
0.00 (0.00%)
After-Hours: 20:00
VOX Max Drawdown (5Y): 46.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.76% |
| February 29, 2024 | 46.76% |
| January 31, 2024 | 46.76% |
| December 31, 2023 | 46.76% |
| November 30, 2023 | 46.76% |
| October 31, 2023 | 46.76% |
| September 30, 2023 | 46.76% |
| August 31, 2023 | 46.76% |
| July 31, 2023 | 46.76% |
| June 30, 2023 | 46.76% |
| May 31, 2023 | 46.76% |
| April 30, 2023 | 46.76% |
| March 31, 2023 | 46.76% |
| February 28, 2023 | 46.76% |
| January 31, 2023 | 46.76% |
| December 31, 2022 | 46.76% |
| November 30, 2022 | 46.76% |
| October 31, 2022 | 45.09% |
| September 30, 2022 | 44.70% |
| August 31, 2022 | 38.89% |
| July 31, 2022 | 38.89% |
| June 30, 2022 | 38.89% |
| May 31, 2022 | 34.92% |
| April 30, 2022 | 31.73% |
| March 31, 2022 | 31.17% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 31.17% |
| February 29, 2020 | 28.95% |
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
28.95%
Minimum
Apr 2019
46.76%
Maximum
Nov 2022
36.10%
Average
31.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.277 |
| Beta (5Y) | 1.071 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.521 |
| Beta (vs YCharts Benchmark) (5Y) | 0.979 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.09% |
| Historical Sharpe Ratio (5Y) | 0.3853 |
| Historical Sortino (5Y) | 0.4675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |