Vanguard Energy Index Fund Admiral (VENAX)

61.47 -1.33 (-2.12%) USD  |  Dec 16 2024
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VENAX Max Drawdown (5Y): 69.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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JNL/Mellon Energy Sector Fund I 69.52%
Vanguard Energy Fund Admiral 61.12%
Invesco Energy Fund Y 77.13%
Fidelity Advisor Energy Fund I 72.17%
Vanguard Health Care Index Fund Admiral 28.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.151
Beta (5Y) 1.288
Alpha (vs YCharts Benchmark) (5Y) -2.399
Beta (vs YCharts Benchmark) (5Y) 1.231
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.42%
Historical Sharpe Ratio (5Y) 0.3654
Historical Sortino (5Y) 0.4609
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.09%

Max Drawdown (5Y) Excel Add-In Codes

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