Vanguard Energy Index Admiral (VENAX)
53.74
+0.18 (+0.34%)
USD |
Mar 24 2023
VENAX Max Drawdown (5Y): 69.49% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 69.49% |
| January 31, 2023 | 69.49% |
| December 31, 2022 | 69.49% |
| November 30, 2022 | 69.49% |
| October 31, 2022 | 69.49% |
| September 30, 2022 | 69.49% |
| August 31, 2022 | 69.49% |
| July 31, 2022 | 69.49% |
| June 30, 2022 | 69.49% |
| May 31, 2022 | 69.49% |
| April 30, 2022 | 69.49% |
| March 31, 2022 | 69.49% |
| February 28, 2022 | 69.49% |
| January 31, 2022 | 69.49% |
| December 31, 2021 | 69.49% |
| November 30, 2021 | 69.49% |
| October 31, 2021 | 69.49% |
| September 30, 2021 | 69.49% |
| August 31, 2021 | 69.49% |
| July 31, 2021 | 69.49% |
| June 30, 2021 | 69.49% |
| May 31, 2021 | 69.49% |
| April 30, 2021 | 69.49% |
| March 31, 2021 | 69.49% |
| February 28, 2021 | 69.49% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2019 | 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 2018
69.49%
Maximum
Mar 2020
61.14%
Average
69.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Delaware Climate Solutions I | 81.23% |
| Invesco Energy Y | 76.21% |
| Fidelity Advisor® Energy I | 72.17% |
| Vanguard Energy Adm | 61.12% |
| JNL/Mellon Energy Sector I | 69.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2634 |
| Beta (5Y) | 1.474 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.603 |
| Beta (vs YCharts Benchmark) (5Y) | 1.008 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.41% |
| Historical Sharpe Ratio (5Y) | 0.4187 |
| Historical Sortino (5Y) | 0.5496 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.95% |