Vanguard Global Minimum Volatility ETF (VVO.TO)
34.39
0.00 (0.00%)
CAD |
TSX |
Apr 17, 16:00
VVO.TO Max Drawdown (5Y): 33.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.20% |
February 29, 2024 | 33.20% |
January 31, 2024 | 33.20% |
December 31, 2023 | 33.20% |
November 30, 2023 | 33.20% |
October 31, 2023 | 33.20% |
September 30, 2023 | 33.20% |
August 31, 2023 | 33.20% |
July 31, 2023 | 33.20% |
June 30, 2023 | 33.20% |
May 31, 2023 | 33.20% |
April 30, 2023 | 33.20% |
March 31, 2023 | 33.20% |
February 28, 2023 | 33.20% |
January 31, 2023 | 33.20% |
December 31, 2022 | 33.20% |
November 30, 2022 | 33.20% |
October 31, 2022 | 33.20% |
September 30, 2022 | 33.20% |
August 31, 2022 | 33.20% |
July 31, 2022 | 33.20% |
June 30, 2022 | 33.20% |
May 31, 2022 | 33.20% |
April 30, 2022 | 33.20% |
March 31, 2022 | 33.20% |
Date | Value |
---|---|
February 28, 2022 | 33.20% |
January 31, 2022 | 33.20% |
December 31, 2021 | 33.20% |
November 30, 2021 | 33.20% |
October 31, 2021 | 33.20% |
September 30, 2021 | 33.20% |
August 31, 2021 | 33.20% |
July 31, 2021 | 33.20% |
June 30, 2021 | 33.20% |
May 31, 2021 | 33.20% |
April 30, 2021 | 33.20% |
March 31, 2021 | 33.20% |
February 28, 2021 | 33.20% |
January 31, 2021 | 33.20% |
December 31, 2020 | 33.20% |
November 30, 2020 | 33.20% |
October 31, 2020 | 33.20% |
September 30, 2020 | 33.20% |
August 31, 2020 | 33.20% |
July 31, 2020 | 33.20% |
June 30, 2020 | 33.20% |
May 31, 2020 | 33.20% |
April 30, 2020 | 33.20% |
March 31, 2020 | 33.20% |
February 29, 2020 | 11.58% |
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
11.58%
Minimum
Apr 2019
33.20%
Maximum
Mar 2020
29.24%
Average
33.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.941 |
Beta (5Y) | 0.6838 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4346 |
Beta (vs YCharts Benchmark) (5Y) | 0.5309 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.92% |
Historical Sharpe Ratio (5Y) | 0.1989 |
Historical Sortino (5Y) | 0.1771 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.58% |