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 AdvisorĀ® 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% |