Vanguard Tax-Exempt Bond ETF (VTEB)
49.93
+0.02
(+0.04%)
USD |
NYSEARCA |
Apr 18, 10:36
VTEB Max Drawdown (5Y): 17.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 17.00% |
February 29, 2024 | 17.00% |
January 31, 2024 | 17.00% |
December 31, 2023 | 17.00% |
November 30, 2023 | 17.00% |
October 31, 2023 | 17.00% |
September 30, 2023 | 17.00% |
August 31, 2023 | 17.00% |
July 31, 2023 | 17.00% |
June 30, 2023 | 17.00% |
May 31, 2023 | 17.00% |
April 30, 2023 | 17.00% |
March 31, 2023 | 17.00% |
February 28, 2023 | 17.00% |
January 31, 2023 | 17.00% |
December 31, 2022 | 17.00% |
November 30, 2022 | 17.00% |
October 31, 2022 | 17.00% |
September 30, 2022 | 17.00% |
August 31, 2022 | 17.00% |
July 31, 2022 | 17.00% |
June 30, 2022 | 17.00% |
May 31, 2022 | 17.00% |
April 30, 2022 | 17.00% |
March 31, 2022 | 17.00% |
Date | Value |
---|---|
February 28, 2022 | 17.00% |
January 31, 2022 | 17.00% |
December 31, 2021 | 17.00% |
November 30, 2021 | 17.00% |
October 31, 2021 | 17.00% |
September 30, 2021 | 17.00% |
August 31, 2021 | 17.00% |
July 31, 2021 | 17.00% |
June 30, 2021 | 17.00% |
May 31, 2021 | 17.00% |
April 30, 2021 | 17.00% |
March 31, 2021 | 17.00% |
February 28, 2021 | 17.00% |
January 31, 2021 | 17.00% |
December 31, 2020 | 17.00% |
November 30, 2020 | 17.00% |
October 31, 2020 | 17.00% |
September 30, 2020 | 17.00% |
August 31, 2020 | 17.00% |
July 31, 2020 | 17.00% |
June 30, 2020 | 17.00% |
May 31, 2020 | 17.00% |
April 30, 2020 | 17.00% |
March 31, 2020 | 17.00% |
February 29, 2020 | 5.82% |
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
5.82%
Minimum
Apr 2019
17.00%
Maximum
Mar 2020
14.95%
Average
17.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0059 |
Beta (5Y) | 0.9587 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0059 |
Beta (vs YCharts Benchmark) (5Y) | 0.9587 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.76% |
Historical Sharpe Ratio (5Y) | -0.0562 |
Historical Sortino (5Y) | -0.0718 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.86% |