Vanguard Explorer Value Inv (VEVFX)
40.87
-1.23 (-2.92%)
USD |
May 18 2022
VEVFX Max Drawdown (5Y): 47.53% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 47.53% |
March 31, 2022 | 47.53% |
February 28, 2022 | 47.53% |
January 31, 2022 | 47.53% |
December 31, 2021 | 47.53% |
November 30, 2021 | 47.53% |
October 31, 2021 | 47.53% |
September 30, 2021 | 47.53% |
August 31, 2021 | 47.53% |
July 31, 2021 | 47.53% |
June 30, 2021 | 47.53% |
May 31, 2021 | 47.53% |
April 30, 2021 | 47.53% |
March 31, 2021 | 47.53% |
February 28, 2021 | 47.53% |
January 31, 2021 | 47.53% |
December 31, 2020 | 47.53% |
November 30, 2020 | 47.53% |
October 31, 2020 | 47.53% |
September 30, 2020 | 47.53% |
August 31, 2020 | 47.53% |
July 31, 2020 | 47.53% |
June 30, 2020 | 47.53% |
May 31, 2020 | 47.53% |
April 30, 2020 | 47.53% |
Date | Value |
---|---|
March 31, 2020 | 47.53% |
February 29, 2020 | 25.69% |
January 31, 2020 | 25.69% |
December 31, 2019 | 25.69% |
November 30, 2019 | 25.69% |
October 31, 2019 | 25.69% |
September 30, 2019 | 25.69% |
August 31, 2019 | 25.69% |
July 31, 2019 | 25.69% |
June 30, 2019 | 25.69% |
May 31, 2019 | 25.69% |
April 30, 2019 | 25.69% |
March 31, 2019 | 25.69% |
February 28, 2019 | 25.69% |
January 31, 2019 | 25.69% |
December 31, 2018 | 25.69% |
November 30, 2018 | 21.63% |
October 31, 2018 | 21.63% |
September 30, 2018 | 21.63% |
August 31, 2018 | 21.63% |
July 31, 2018 | 21.63% |
June 30, 2018 | 21.63% |
May 31, 2018 | 21.63% |
April 30, 2018 | 21.63% |
March 31, 2018 | 21.63% |
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
21.63%
Minimum
May 2017
47.53%
Maximum
Mar 2020
33.87%
Average
25.69%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.273 |
Beta (5Y) | 1.188 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.61% |
Historical Sharpe Ratio (5Y) | 0.3904 |
Historical Sortino (5Y) | 0.3843 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.12% |