Vanguard Energy Index Admiral (VENAX)
33.29
-0.75 (-2.20%)
USD |
Feb 26
VENAX Max Drawdown (5Y): 69.49% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2021 | 69.49% |
January 31, 2021 | 69.49% |
December 31, 2020 | 69.49% |
November 30, 2020 | 69.49% |
October 31, 2020 | 69.49% |
September 30, 2020 | 69.49% |
August 31, 2020 | 69.49% |
July 31, 2020 | 69.49% |
June 30, 2020 | 69.49% |
May 31, 2020 | 69.49% |
April 30, 2020 | 69.49% |
March 31, 2020 | 69.49% |
February 29, 2020 | 48.60% |
January 31, 2020 | 48.60% |
December 31, 2019 | 48.60% |
November 30, 2019 | 48.60% |
October 31, 2019 | 48.60% |
September 30, 2019 | 48.60% |
August 31, 2019 | 48.60% |
July 31, 2019 | 48.60% |
June 30, 2019 | 48.60% |
May 31, 2019 | 48.60% |
April 30, 2019 | 48.60% |
March 31, 2019 | 48.60% |
February 28, 2019 | 48.60% |
Date | Value |
---|---|
January 31, 2019 | 48.60% |
December 31, 2018 | 48.60% |
November 30, 2018 | 48.60% |
October 31, 2018 | 48.60% |
September 30, 2018 | 48.60% |
August 31, 2018 | 48.60% |
July 31, 2018 | 48.60% |
June 30, 2018 | 48.60% |
May 31, 2018 | 48.60% |
April 30, 2018 | 48.60% |
March 31, 2018 | 48.60% |
February 28, 2018 | 48.60% |
January 31, 2018 | 48.60% |
December 31, 2017 | 48.60% |
November 30, 2017 | 48.60% |
October 31, 2017 | 48.60% |
September 30, 2017 | 48.60% |
August 31, 2017 | 48.60% |
July 31, 2017 | 48.60% |
June 30, 2017 | 48.60% |
May 31, 2017 | 48.60% |
April 30, 2017 | 48.60% |
March 31, 2017 | 48.60% |
February 28, 2017 | 48.60% |
January 31, 2017 | 48.60% |
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
48.60%
Minimum
Mar 2016
69.49%
Maximum
Mar 2020
52.78%
Average
48.60%
Median
Mar 2016
Max Drawdown (5Y) Benchmarks
JNL/Mellon Energy Sector I | 69.52% |
Vanguard Energy Adm | 61.12% |
BlackRock Energy Opportunities Instl | 65.62% |
Invesco Energy Y | 76.21% |
Vanguard Financials Index Admiral | 44.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.63 |
Beta (5Y) | 1.899 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.52% |
Historical Sharpe Ratio (5Y) | 0.1571 |
Historical Sortino (5Y) | 0.1888 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |