Vanguard High Dividend Yield ETF (VYM)
117.60
-0.34
(-0.29%)
USD |
NYSEARCA |
Apr 25, 16:00
117.34
-0.26
(-0.22%)
After-Hours: 20:00
VYM Max Drawdown (5Y): 35.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.22% |
February 29, 2024 | 35.22% |
January 31, 2024 | 35.22% |
December 31, 2023 | 35.22% |
November 30, 2023 | 35.22% |
October 31, 2023 | 35.22% |
September 30, 2023 | 35.22% |
August 31, 2023 | 35.22% |
July 31, 2023 | 35.22% |
June 30, 2023 | 35.22% |
May 31, 2023 | 35.22% |
April 30, 2023 | 35.22% |
March 31, 2023 | 35.22% |
February 28, 2023 | 35.22% |
January 31, 2023 | 35.22% |
December 31, 2022 | 35.22% |
November 30, 2022 | 35.22% |
October 31, 2022 | 35.22% |
September 30, 2022 | 35.22% |
August 31, 2022 | 35.22% |
July 31, 2022 | 35.22% |
June 30, 2022 | 35.22% |
May 31, 2022 | 35.22% |
April 30, 2022 | 35.22% |
March 31, 2022 | 35.22% |
Date | Value |
---|---|
February 28, 2022 | 35.22% |
January 31, 2022 | 35.22% |
December 31, 2021 | 35.22% |
November 30, 2021 | 35.22% |
October 31, 2021 | 35.22% |
September 30, 2021 | 35.22% |
August 31, 2021 | 35.22% |
July 31, 2021 | 35.22% |
June 30, 2021 | 35.22% |
May 31, 2021 | 35.22% |
April 30, 2021 | 35.22% |
March 31, 2021 | 35.22% |
February 28, 2021 | 35.22% |
January 31, 2021 | 35.22% |
December 31, 2020 | 35.22% |
November 30, 2020 | 35.22% |
October 31, 2020 | 35.22% |
September 30, 2020 | 35.22% |
August 31, 2020 | 35.22% |
July 31, 2020 | 35.22% |
June 30, 2020 | 35.22% |
May 31, 2020 | 35.22% |
April 30, 2020 | 35.22% |
March 31, 2020 | 35.22% |
February 29, 2020 | 16.24% |
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
16.24%
Minimum
Apr 2019
35.22%
Maximum
Mar 2020
31.74%
Average
35.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.449 |
Beta (5Y) | 0.8462 |
Alpha (vs YCharts Benchmark) (5Y) | 1.090 |
Beta (vs YCharts Benchmark) (5Y) | 0.9024 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.65% |
Historical Sharpe Ratio (5Y) | 0.4871 |
Historical Sortino (5Y) | 0.5311 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.29% |