Vanguard Utilities ETF (VPU)
148.86
+1.30
(+0.88%)
USD |
NYSEARCA |
May 03, 16:00
148.86
0.00 (0.00%)
After-Hours: 19:25
VPU Max Drawdown (5Y): 36.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.43% |
March 31, 2024 | 36.43% |
February 29, 2024 | 36.43% |
January 31, 2024 | 36.43% |
December 31, 2023 | 36.43% |
November 30, 2023 | 36.43% |
October 31, 2023 | 36.43% |
September 30, 2023 | 36.43% |
August 31, 2023 | 36.43% |
July 31, 2023 | 36.43% |
June 30, 2023 | 36.43% |
May 31, 2023 | 36.43% |
April 30, 2023 | 36.43% |
March 31, 2023 | 36.43% |
February 28, 2023 | 36.43% |
January 31, 2023 | 36.43% |
December 31, 2022 | 36.43% |
November 30, 2022 | 36.43% |
October 31, 2022 | 36.43% |
September 30, 2022 | 36.43% |
August 31, 2022 | 36.43% |
July 31, 2022 | 36.43% |
June 30, 2022 | 36.43% |
May 31, 2022 | 36.43% |
April 30, 2022 | 36.43% |
Date | Value |
---|---|
March 31, 2022 | 36.43% |
February 28, 2022 | 36.43% |
January 31, 2022 | 36.43% |
December 31, 2021 | 36.43% |
November 30, 2021 | 36.43% |
October 31, 2021 | 36.43% |
September 30, 2021 | 36.43% |
August 31, 2021 | 36.43% |
July 31, 2021 | 36.43% |
June 30, 2021 | 36.43% |
May 31, 2021 | 36.43% |
April 30, 2021 | 36.43% |
March 31, 2021 | 36.43% |
February 28, 2021 | 36.43% |
January 31, 2021 | 36.43% |
December 31, 2020 | 36.43% |
November 30, 2020 | 36.43% |
October 31, 2020 | 36.43% |
September 30, 2020 | 36.43% |
August 31, 2020 | 36.43% |
July 31, 2020 | 36.43% |
June 30, 2020 | 36.43% |
May 31, 2020 | 36.43% |
April 30, 2020 | 36.43% |
March 31, 2020 | 36.43% |
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
16.15%
Minimum
May 2019
36.43%
Maximum
Mar 2020
33.05%
Average
36.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Utilities Select Sector SPDR® ETF | 36.03% |
Fidelity MSCI Utilities ETF | 36.38% |
Reaves Utility Income Fund | 47.96% |
DNP Select Income Fund Inc | 39.54% |
First Trust Utilities AlphaDEX® ETF | 34.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.529 |
Beta (5Y) | 0.5715 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6282 |
Beta (vs YCharts Benchmark) (5Y) | 0.9827 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.80% |
Historical Sharpe Ratio (5Y) | 0.1654 |
Historical Sortino (5Y) | 0.2104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |