Vanguard ESG International Stock ETF (VSGX)
54.89
+0.04
(+0.07%)
USD |
BATS |
Apr 18, 16:00
VSGX Max Drawdown (5Y): 33.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.09% |
| February 29, 2024 | 33.09% |
| January 31, 2024 | 33.09% |
| December 31, 2023 | 33.09% |
| November 30, 2023 | 33.09% |
| October 31, 2023 | 33.09% |
| September 30, 2023 | 33.09% |
| August 31, 2023 | 33.09% |
| July 31, 2023 | 33.09% |
| June 30, 2023 | 33.09% |
| May 31, 2023 | 33.09% |
| April 30, 2023 | 33.09% |
| March 31, 2023 | 33.09% |
| February 28, 2023 | 33.09% |
| January 31, 2023 | 33.09% |
| December 31, 2022 | 33.09% |
| November 30, 2022 | 33.09% |
| October 31, 2022 | 33.09% |
| September 30, 2022 | 33.09% |
| August 31, 2022 | 33.09% |
| July 31, 2022 | 33.09% |
| June 30, 2022 | 33.09% |
| May 31, 2022 | 33.09% |
| April 30, 2022 | 33.09% |
| March 31, 2022 | 33.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.09% |
| January 31, 2022 | 33.09% |
| December 31, 2021 | 33.09% |
| November 30, 2021 | 33.09% |
| October 31, 2021 | 33.09% |
| September 30, 2021 | 33.09% |
| August 31, 2021 | 33.09% |
| July 31, 2021 | 33.09% |
| June 30, 2021 | 33.09% |
| May 31, 2021 | 33.09% |
| April 30, 2021 | 33.09% |
| March 31, 2021 | 33.09% |
| February 28, 2021 | 33.09% |
| January 31, 2021 | 33.09% |
| December 31, 2020 | 33.09% |
| November 30, 2020 | 33.09% |
| October 31, 2020 | 33.09% |
| September 30, 2020 | 33.09% |
| August 31, 2020 | 33.09% |
| July 31, 2020 | 33.09% |
| June 30, 2020 | 33.09% |
| May 31, 2020 | 33.09% |
| April 30, 2020 | 33.09% |
| March 31, 2020 | 33.09% |
| February 29, 2020 | 15.25% |
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
15.25%
Minimum
Apr 2019
33.09%
Maximum
Mar 2020
29.82%
Average
33.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0477 |
| Beta (5Y) | 0.9884 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4605 |
| Beta (vs YCharts Benchmark) (5Y) | 0.989 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.82% |
| Historical Sharpe Ratio (5Y) | 0.211 |
| Historical Sortino (5Y) | 0.2429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.88% |