Vanguard Equity-Income Inv (VEIPX)
45.28
+0.43 (+0.96%)
USD |
Oct 20 2021
VEIPX Max Drawdown (5Y): 35.23% for Sept. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2021 | 35.23% |
| August 31, 2021 | 35.23% |
| July 31, 2021 | 35.23% |
| June 30, 2021 | 35.23% |
| May 31, 2021 | 35.23% |
| April 30, 2021 | 35.23% |
| March 31, 2021 | 35.23% |
| February 28, 2021 | 35.23% |
| January 31, 2021 | 35.23% |
| December 31, 2020 | 35.23% |
| November 30, 2020 | 35.23% |
| October 31, 2020 | 35.23% |
| September 30, 2020 | 35.23% |
| August 31, 2020 | 35.23% |
| July 31, 2020 | 35.23% |
| June 30, 2020 | 35.23% |
| May 31, 2020 | 35.23% |
| April 30, 2020 | 35.23% |
| March 31, 2020 | 35.23% |
| February 29, 2020 | 15.86% |
| January 31, 2020 | 15.86% |
| December 31, 2019 | 15.86% |
| November 30, 2019 | 15.86% |
| October 31, 2019 | 15.86% |
| September 30, 2019 | 15.86% |
| Date | Value |
|---|---|
| August 31, 2019 | 15.86% |
| July 31, 2019 | 15.86% |
| June 30, 2019 | 15.86% |
| May 31, 2019 | 15.86% |
| April 30, 2019 | 15.86% |
| March 31, 2019 | 15.86% |
| February 28, 2019 | 15.86% |
| January 31, 2019 | 15.86% |
| December 31, 2018 | 15.86% |
| November 30, 2018 | 12.76% |
| October 31, 2018 | 12.76% |
| September 30, 2018 | 12.76% |
| August 31, 2018 | 12.76% |
| July 31, 2018 | 12.76% |
| June 30, 2018 | 12.76% |
| May 31, 2018 | 12.76% |
| April 30, 2018 | 12.76% |
| March 31, 2018 | 12.76% |
| February 28, 2018 | 12.76% |
| January 31, 2018 | 12.76% |
| December 31, 2017 | 12.76% |
| November 30, 2017 | 12.76% |
| October 31, 2017 | 12.76% |
| September 30, 2017 | 12.76% |
| August 31, 2017 | 12.76% |
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
12.76%
Minimum
Oct 2016
35.23%
Maximum
Mar 2020
20.65%
Average
15.86%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Diversified Dividend Investor | 35.71% |
| Zacks Dividend Investor | 35.27% |
| American Century Equity Income Inv | 32.82% |
| Hennessy Cornerstone Value Investor | 39.39% |
| American Century Value Inv | 39.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.493 |
| Beta (5Y) | 0.8955 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.87% |
| Historical Sharpe Ratio (5Y) | 0.7444 |
| Historical Sortino (5Y) | 0.6534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.44% |