Vanguard Total World Stock Index Fund ETF (VT)
144.72
-0.52
(-0.36%)
USD |
NYSEARCA |
Jan 13, 16:00
144.90
+0.18
(+0.12%)
After-Hours: 17:27
VT Max Drawdown (5Y): 26.39% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares Global 100 ETF | 23.50% |
| iShares MSCI World ETF | 26.04% |
| SPDR Portfolio MSCI Global Stock Market ETF | 25.92% |
| iShares Low Carbon Optimized MSCI ACWI ETF | 27.02% |
| iShares MSCI ACWI ETF | 26.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.428 |
| Beta (5Y) | 0.9356 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2561 |
| Beta (vs YCharts Benchmark) (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.14% |
| Historical Sharpe Ratio (5Y) | 0.5523 |
| Historical Sortino (5Y) | 0.8109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |