Vanguard FTSE All-Wld ex-US SmCp ETF (VSS)
118.11
-0.92
(-0.77%)
USD |
NYSEARCA |
Nov 26, 14:56
VSS Max Drawdown (5Y): 43.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.51% |
September 30, 2024 | 43.51% |
August 31, 2024 | 43.51% |
July 31, 2024 | 43.51% |
June 30, 2024 | 43.51% |
May 31, 2024 | 43.51% |
April 30, 2024 | 43.51% |
March 31, 2024 | 43.51% |
February 29, 2024 | 43.51% |
January 31, 2024 | 43.51% |
December 31, 2023 | 43.51% |
November 30, 2023 | 43.51% |
October 31, 2023 | 43.51% |
September 30, 2023 | 43.51% |
August 31, 2023 | 43.51% |
July 31, 2023 | 43.51% |
June 30, 2023 | 43.51% |
May 31, 2023 | 43.51% |
April 30, 2023 | 43.51% |
March 31, 2023 | 43.51% |
February 28, 2023 | 43.51% |
January 31, 2023 | 43.51% |
December 31, 2022 | 43.51% |
November 30, 2022 | 43.51% |
October 31, 2022 | 43.51% |
Date | Value |
---|---|
September 30, 2022 | 43.51% |
August 31, 2022 | 43.51% |
July 31, 2022 | 43.51% |
June 30, 2022 | 43.51% |
May 31, 2022 | 43.51% |
April 30, 2022 | 43.51% |
March 31, 2022 | 43.51% |
February 28, 2022 | 43.51% |
January 31, 2022 | 43.51% |
December 31, 2021 | 43.51% |
November 30, 2021 | 43.51% |
October 31, 2021 | 43.51% |
September 30, 2021 | 43.51% |
August 31, 2021 | 43.51% |
July 31, 2021 | 43.51% |
June 30, 2021 | 43.51% |
May 31, 2021 | 43.51% |
April 30, 2021 | 43.51% |
March 31, 2021 | 43.51% |
February 28, 2021 | 43.51% |
January 31, 2021 | 43.51% |
December 31, 2020 | 43.51% |
November 30, 2020 | 43.51% |
October 31, 2020 | 43.51% |
September 30, 2020 | 43.51% |
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
26.42%
Minimum
Nov 2019
43.51%
Maximum
Mar 2020
42.37%
Average
43.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9090 |
Beta (5Y) | 1.147 |
Alpha (vs YCharts Benchmark) (5Y) | -8.023 |
Beta (vs YCharts Benchmark) (5Y) | 1.081 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.47% |
Historical Sharpe Ratio (5Y) | 0.1402 |
Historical Sortino (5Y) | 0.1517 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.62% |