Vanguard FTSE Pacific ETF (VPL)
72.51
+0.49
(+0.68%)
USD |
NYSEARCA |
Apr 26, 16:00
72.55
+0.04
(+0.06%)
After-Hours: 20:00
VPL Max Drawdown (5Y): 33.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.89% |
February 29, 2024 | 33.89% |
January 31, 2024 | 33.89% |
December 31, 2023 | 33.89% |
November 30, 2023 | 33.89% |
October 31, 2023 | 33.89% |
September 30, 2023 | 33.89% |
August 31, 2023 | 33.89% |
July 31, 2023 | 33.89% |
June 30, 2023 | 33.89% |
May 31, 2023 | 33.89% |
April 30, 2023 | 33.89% |
March 31, 2023 | 33.89% |
February 28, 2023 | 33.89% |
January 31, 2023 | 33.89% |
December 31, 2022 | 33.89% |
November 30, 2022 | 33.89% |
October 31, 2022 | 33.89% |
September 30, 2022 | 33.89% |
August 31, 2022 | 33.89% |
July 31, 2022 | 33.89% |
June 30, 2022 | 33.89% |
May 31, 2022 | 33.89% |
April 30, 2022 | 33.89% |
March 31, 2022 | 33.89% |
Date | Value |
---|---|
February 28, 2022 | 33.89% |
January 31, 2022 | 33.89% |
December 31, 2021 | 33.89% |
November 30, 2021 | 33.89% |
October 31, 2021 | 33.89% |
September 30, 2021 | 33.89% |
August 31, 2021 | 33.89% |
July 31, 2021 | 33.89% |
June 30, 2021 | 33.89% |
May 31, 2021 | 33.89% |
April 30, 2021 | 33.89% |
March 31, 2021 | 33.89% |
February 28, 2021 | 33.89% |
January 31, 2021 | 33.89% |
December 31, 2020 | 33.89% |
November 30, 2020 | 33.89% |
October 31, 2020 | 33.89% |
September 30, 2020 | 33.89% |
August 31, 2020 | 33.89% |
July 31, 2020 | 33.89% |
June 30, 2020 | 33.89% |
May 31, 2020 | 33.89% |
April 30, 2020 | 33.89% |
March 31, 2020 | 33.89% |
February 29, 2020 | 23.23% |
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
23.23%
Minimum
Apr 2019
33.89%
Maximum
Mar 2020
31.94%
Average
33.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core MSCI Pacific ETF | 30.99% |
iShares Asia 50 ETF | 54.62% |
WisdomTree Japan Hedged Equity ETF | 39.12% |
Xtrackers Harvest CSI 300 China A ETF | 51.28% |
iShares MSCI Japan ETF | 33.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2502 |
Beta (5Y) | 0.9132 |
Alpha (vs YCharts Benchmark) (5Y) | 3.964 |
Beta (vs YCharts Benchmark) (5Y) | 0.9239 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.09% |
Historical Sharpe Ratio (5Y) | 0.2143 |
Historical Sortino (5Y) | 0.2613 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.77% |