Vanguard Balanced Index Fund Admiral (VBIAX)

50.33 +0.38 (+0.76%) USD  |  Dec 20 2024
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VBIAX Max Drawdown (5Y): 22.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fidelity Advisor Balanced Fd Z 26.39%
T Rowe Price Spectrum Moderate Allocation Fund I 24.55%
American Funds American Balanced Fund F3 22.31%
T Rowe Price Capital Appreciation Fund I 26.84%
Fidelity Advisor Asset Manager 60% Z 24.37%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.377
Beta (5Y) 0.6945
Alpha (vs YCharts Benchmark) (5Y) 6.915
Beta (vs YCharts Benchmark) (5Y) 1.269
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 13.12%
Historical Sharpe Ratio (5Y) 0.5259
Historical Sortino (5Y) 0.5916
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.86%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:VBIAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:VBIAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.