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% |