Vanguard Russell 2000 Value ETF (VTWV)
133.14
-0.40
(-0.30%)
USD |
NASDAQ |
Apr 24, 16:00
133.14
0.00 (0.00%)
After-Hours: 18:44
VTWV Max Drawdown (5Y): 45.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 45.72% |
February 29, 2024 | 45.72% |
January 31, 2024 | 45.72% |
December 31, 2023 | 45.72% |
November 30, 2023 | 45.72% |
October 31, 2023 | 45.72% |
September 30, 2023 | 45.72% |
August 31, 2023 | 45.72% |
July 31, 2023 | 45.72% |
June 30, 2023 | 45.72% |
May 31, 2023 | 45.72% |
April 30, 2023 | 45.72% |
March 31, 2023 | 45.72% |
February 28, 2023 | 45.72% |
January 31, 2023 | 45.72% |
December 31, 2022 | 45.72% |
November 30, 2022 | 45.72% |
October 31, 2022 | 45.72% |
September 30, 2022 | 45.72% |
August 31, 2022 | 45.72% |
July 31, 2022 | 45.72% |
June 30, 2022 | 45.72% |
May 31, 2022 | 45.72% |
April 30, 2022 | 45.72% |
March 31, 2022 | 45.72% |
Date | Value |
---|---|
February 28, 2022 | 45.72% |
January 31, 2022 | 45.72% |
December 31, 2021 | 45.72% |
November 30, 2021 | 45.72% |
October 31, 2021 | 45.72% |
September 30, 2021 | 45.72% |
August 31, 2021 | 45.72% |
July 31, 2021 | 45.72% |
June 30, 2021 | 45.72% |
May 31, 2021 | 45.72% |
April 30, 2021 | 45.72% |
March 31, 2021 | 45.72% |
February 28, 2021 | 45.72% |
January 31, 2021 | 45.72% |
December 31, 2020 | 45.72% |
November 30, 2020 | 45.72% |
October 31, 2020 | 45.72% |
September 30, 2020 | 45.72% |
August 31, 2020 | 45.72% |
July 31, 2020 | 45.72% |
June 30, 2020 | 45.72% |
May 31, 2020 | 45.72% |
April 30, 2020 | 45.72% |
March 31, 2020 | 45.72% |
February 29, 2020 | 24.78% |
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
24.78%
Minimum
Apr 2019
45.72%
Maximum
Mar 2020
41.88%
Average
45.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.988 |
Beta (5Y) | 1.156 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1371 |
Beta (vs YCharts Benchmark) (5Y) | 1.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.58% |
Historical Sharpe Ratio (5Y) | 0.2296 |
Historical Sortino (5Y) | 0.2797 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.60% |