Vanguard Canadian Short-Term Corp Bd ETF (VSC.TO)
23.30
-0.04
(-0.15%)
CAD |
TSX |
May 17, 16:00
VSC.TO Max Drawdown (5Y): 15.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 15.87% |
March 31, 2024 | 15.87% |
February 29, 2024 | 15.87% |
January 31, 2024 | 15.87% |
December 31, 2023 | 15.87% |
November 30, 2023 | 15.87% |
October 31, 2023 | 15.87% |
September 30, 2023 | 15.87% |
August 31, 2023 | 15.87% |
July 31, 2023 | 15.87% |
June 30, 2023 | 15.87% |
May 31, 2023 | 15.87% |
April 30, 2023 | 15.87% |
March 31, 2023 | 15.87% |
February 28, 2023 | 15.87% |
January 31, 2023 | 15.87% |
December 31, 2022 | 15.87% |
November 30, 2022 | 15.87% |
October 31, 2022 | 15.87% |
September 30, 2022 | 15.87% |
August 31, 2022 | 15.87% |
July 31, 2022 | 15.87% |
June 30, 2022 | 15.87% |
May 31, 2022 | 15.87% |
April 30, 2022 | 15.87% |
Date | Value |
---|---|
March 31, 2022 | 15.87% |
February 28, 2022 | 15.87% |
January 31, 2022 | 15.87% |
December 31, 2021 | 15.87% |
November 30, 2021 | 15.87% |
October 31, 2021 | 15.87% |
September 30, 2021 | 15.87% |
August 31, 2021 | 15.87% |
July 31, 2021 | 15.87% |
June 30, 2021 | 15.87% |
May 31, 2021 | 15.87% |
April 30, 2021 | 15.87% |
March 31, 2021 | 15.87% |
February 28, 2021 | 15.87% |
January 31, 2021 | 15.87% |
December 31, 2020 | 15.87% |
November 30, 2020 | 15.87% |
October 31, 2020 | 15.87% |
September 30, 2020 | 15.87% |
August 31, 2020 | 15.87% |
July 31, 2020 | 15.87% |
June 30, 2020 | 15.87% |
May 31, 2020 | 15.87% |
April 30, 2020 | 15.87% |
March 31, 2020 | 15.87% |
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
1.79%
Minimum
May 2019
15.87%
Maximum
Mar 2020
13.53%
Average
15.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8786 |
Beta (5Y) | 0.5608 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3994 |
Beta (vs YCharts Benchmark) (5Y) | 0.1955 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.10% |
Historical Sharpe Ratio (5Y) | -0.0461 |
Historical Sortino (5Y) | -0.0485 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.28% |