Vanguard Small Cap Index Inv (NAESX)
85.52
+1.13 (+1.34%)
USD |
Jul 01 2022
NAESX Max Drawdown (5Y): 41.80% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.80% |
| May 31, 2022 | 41.80% |
| April 30, 2022 | 41.80% |
| March 31, 2022 | 41.80% |
| February 28, 2022 | 41.80% |
| January 31, 2022 | 41.80% |
| December 31, 2021 | 41.80% |
| November 30, 2021 | 41.80% |
| October 31, 2021 | 41.80% |
| September 30, 2021 | 41.80% |
| August 31, 2021 | 41.80% |
| July 31, 2021 | 41.80% |
| June 30, 2021 | 41.80% |
| May 31, 2021 | 41.80% |
| April 30, 2021 | 41.80% |
| March 31, 2021 | 41.80% |
| February 28, 2021 | 41.80% |
| January 31, 2021 | 41.80% |
| December 31, 2020 | 41.80% |
| November 30, 2020 | 41.80% |
| October 31, 2020 | 41.80% |
| September 30, 2020 | 41.80% |
| August 31, 2020 | 41.80% |
| July 31, 2020 | 41.80% |
| June 30, 2020 | 41.80% |
| Date | Value |
|---|---|
| May 31, 2020 | 41.80% |
| April 30, 2020 | 41.80% |
| March 31, 2020 | 41.80% |
| February 29, 2020 | 24.60% |
| January 31, 2020 | 24.60% |
| December 31, 2019 | 24.60% |
| November 30, 2019 | 24.60% |
| October 31, 2019 | 24.60% |
| September 30, 2019 | 24.60% |
| August 31, 2019 | 24.60% |
| July 31, 2019 | 24.60% |
| June 30, 2019 | 24.60% |
| May 31, 2019 | 24.60% |
| April 30, 2019 | 24.60% |
| March 31, 2019 | 24.60% |
| February 28, 2019 | 24.60% |
| January 31, 2019 | 24.60% |
| December 31, 2018 | 24.60% |
| November 30, 2018 | 23.33% |
| October 31, 2018 | 23.33% |
| September 30, 2018 | 23.33% |
| August 31, 2018 | 23.33% |
| July 31, 2018 | 23.33% |
| June 30, 2018 | 23.33% |
| May 31, 2018 | 23.33% |
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
23.33%
Minimum
Jul 2017
41.80%
Maximum
Mar 2020
32.27%
Average
24.60%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Pax Small Cap Investor | 41.38% |
| ProFunds Small Cap Inv | 43.62% |
| American Century Small Company Inv | 45.59% |
| Homestead Small Company Stock | 44.06% |
| BNY Mellon Opportunistic Small Cap Inv | 49.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.030 |
| Beta (5Y) | 1.143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.08% |
| Historical Sharpe Ratio (5Y) | 0.3535 |
| Historical Sortino (5Y) | 0.3666 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.14% |