Vanguard Total World Stock ETF (VT)
118.52
-1.19
(-0.99%)
USD |
NYSEARCA |
Nov 15, 16:00
120.00
+1.48
(+1.25%)
After-Hours: 20:00
VT Max Drawdown (5Y): 34.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.23% |
| September 30, 2024 | 34.23% |
| August 31, 2024 | 34.23% |
| July 31, 2024 | 34.23% |
| June 30, 2024 | 34.23% |
| May 31, 2024 | 34.23% |
| April 30, 2024 | 34.23% |
| March 31, 2024 | 34.23% |
| February 29, 2024 | 34.23% |
| January 31, 2024 | 34.23% |
| December 31, 2023 | 34.23% |
| November 30, 2023 | 34.23% |
| October 31, 2023 | 34.23% |
| September 30, 2023 | 34.23% |
| August 31, 2023 | 34.23% |
| July 31, 2023 | 34.23% |
| June 30, 2023 | 34.23% |
| May 31, 2023 | 34.23% |
| April 30, 2023 | 34.23% |
| March 31, 2023 | 34.23% |
| February 28, 2023 | 34.23% |
| January 31, 2023 | 34.23% |
| December 31, 2022 | 34.23% |
| November 30, 2022 | 34.23% |
| October 31, 2022 | 34.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.23% |
| August 31, 2022 | 34.23% |
| July 31, 2022 | 34.23% |
| June 30, 2022 | 34.23% |
| May 31, 2022 | 34.23% |
| April 30, 2022 | 34.23% |
| March 31, 2022 | 34.23% |
| February 28, 2022 | 34.23% |
| January 31, 2022 | 34.23% |
| December 31, 2021 | 34.23% |
| November 30, 2021 | 34.23% |
| October 31, 2021 | 34.23% |
| September 30, 2021 | 34.23% |
| August 31, 2021 | 34.23% |
| July 31, 2021 | 34.23% |
| June 30, 2021 | 34.23% |
| May 31, 2021 | 34.23% |
| April 30, 2021 | 34.23% |
| March 31, 2021 | 34.23% |
| February 28, 2021 | 34.23% |
| January 31, 2021 | 34.23% |
| December 31, 2020 | 34.23% |
| November 30, 2020 | 34.23% |
| October 31, 2020 | 34.23% |
| September 30, 2020 | 34.23% |
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
19.97%
Minimum
Nov 2019
34.23%
Maximum
Mar 2020
33.28%
Average
34.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Global 100 ETF | 31.43% |
| iShares MSCI Global Min Vol Factor ETF | 28.82% |
| iShares MSCI World ETF | 34.01% |
| iShares MSCI ACWI ETF | 33.52% |
| iShares MSCI Kokusai ETF | 34.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.330 |
| Beta (5Y) | 0.9755 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.415 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9877 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.80% |
| Historical Sharpe Ratio (5Y) | 0.4608 |
| Historical Sortino (5Y) | 0.4901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.89% |