Vanguard Emerging Mkts Govt Bd ETF (VWOB)
63.85
-0.28
(-0.44%)
USD |
NASDAQ |
Mar 28, 16:00
63.85
0.00 (0.00%)
After-Hours: 20:00
VWOB Max Drawdown (5Y): 26.98% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 26.98% |
January 31, 2024 | 26.98% |
December 31, 2023 | 26.98% |
November 30, 2023 | 26.98% |
October 31, 2023 | 26.98% |
September 30, 2023 | 26.98% |
August 31, 2023 | 26.98% |
July 31, 2023 | 26.98% |
June 30, 2023 | 26.98% |
May 31, 2023 | 26.98% |
April 30, 2023 | 26.98% |
March 31, 2023 | 26.98% |
February 28, 2023 | 26.98% |
January 31, 2023 | 26.98% |
December 31, 2022 | 26.98% |
November 30, 2022 | 26.98% |
October 31, 2022 | 26.98% |
September 30, 2022 | 25.99% |
August 31, 2022 | 25.31% |
July 31, 2022 | 25.31% |
June 30, 2022 | 25.31% |
May 31, 2022 | 25.31% |
April 30, 2022 | 25.31% |
March 31, 2022 | 25.31% |
February 28, 2022 | 25.31% |
Date | Value |
---|---|
January 31, 2022 | 25.31% |
December 31, 2021 | 25.31% |
November 30, 2021 | 25.31% |
October 31, 2021 | 25.31% |
September 30, 2021 | 25.31% |
August 31, 2021 | 25.31% |
July 31, 2021 | 25.31% |
June 30, 2021 | 25.31% |
May 31, 2021 | 25.31% |
April 30, 2021 | 25.31% |
March 31, 2021 | 25.31% |
February 28, 2021 | 25.31% |
January 31, 2021 | 25.31% |
December 31, 2020 | 25.31% |
November 30, 2020 | 25.31% |
October 31, 2020 | 25.31% |
September 30, 2020 | 25.31% |
August 31, 2020 | 25.31% |
July 31, 2020 | 25.31% |
June 30, 2020 | 25.31% |
May 31, 2020 | 25.31% |
April 30, 2020 | 25.31% |
March 31, 2020 | 25.31% |
February 29, 2020 | 6.03% |
January 31, 2020 | 6.03% |
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
6.03%
Minimum
Oct 2019
26.98%
Maximum
Oct 2022
22.14%
Average
25.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6496 |
Beta (5Y) | 1.400 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1067 |
Beta (vs YCharts Benchmark) (5Y) | 1.255 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.69% |
Historical Sharpe Ratio (5Y) | -0.0448 |
Historical Sortino (5Y) | -0.0489 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.64% |