Vanguard Value ETF (VTV)
158.24
+0.11
(+0.07%)
USD |
NYSEARCA |
Apr 24, 16:00
158.30
+0.06
(+0.04%)
Pre-Market: 08:24
VTV Max Drawdown (5Y): 36.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.78% |
| February 29, 2024 | 36.78% |
| January 31, 2024 | 36.78% |
| December 31, 2023 | 36.78% |
| November 30, 2023 | 36.78% |
| October 31, 2023 | 36.78% |
| September 30, 2023 | 36.78% |
| August 31, 2023 | 36.78% |
| July 31, 2023 | 36.78% |
| June 30, 2023 | 36.78% |
| May 31, 2023 | 36.78% |
| April 30, 2023 | 36.78% |
| March 31, 2023 | 36.78% |
| February 28, 2023 | 36.78% |
| January 31, 2023 | 36.78% |
| December 31, 2022 | 36.78% |
| November 30, 2022 | 36.78% |
| October 31, 2022 | 36.78% |
| September 30, 2022 | 36.78% |
| August 31, 2022 | 36.78% |
| July 31, 2022 | 36.78% |
| June 30, 2022 | 36.78% |
| May 31, 2022 | 36.78% |
| April 30, 2022 | 36.78% |
| March 31, 2022 | 36.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.78% |
| January 31, 2022 | 36.78% |
| December 31, 2021 | 36.78% |
| November 30, 2021 | 36.78% |
| October 31, 2021 | 36.78% |
| September 30, 2021 | 36.78% |
| August 31, 2021 | 36.78% |
| July 31, 2021 | 36.78% |
| June 30, 2021 | 36.78% |
| May 31, 2021 | 36.78% |
| April 30, 2021 | 36.78% |
| March 31, 2021 | 36.78% |
| February 28, 2021 | 36.78% |
| January 31, 2021 | 36.78% |
| December 31, 2020 | 36.78% |
| November 30, 2020 | 36.78% |
| October 31, 2020 | 36.78% |
| September 30, 2020 | 36.78% |
| August 31, 2020 | 36.78% |
| July 31, 2020 | 36.78% |
| June 30, 2020 | 36.78% |
| May 31, 2020 | 36.78% |
| April 30, 2020 | 36.78% |
| March 31, 2020 | 36.78% |
| February 29, 2020 | 17.34% |
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
17.34%
Minimum
Apr 2019
36.78%
Maximum
Mar 2020
33.22%
Average
36.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Russell Top 200 Value ETF | 35.76% |
| iShares Russell 1000 Value ETF | 38.51% |
| iShares Core S&P US Value ETF | 37.54% |
| Vanguard Mega Cap Value ETF | 35.41% |
| Invesco FTSE RAFI US 1000 ETF | 38.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.094 |
| Beta (5Y) | 0.8894 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.729 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.29% |
| Historical Sharpe Ratio (5Y) | 0.5204 |
| Historical Sortino (5Y) | 0.5537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |