Vanguard Explorer Adm (VEXRX)
89.37
-1.89 (-2.07%)
USD |
Jun 28 2022
VEXRX Max Drawdown (5Y): 39.86% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 39.86% |
April 30, 2022 | 39.86% |
March 31, 2022 | 39.86% |
February 28, 2022 | 39.86% |
January 31, 2022 | 39.86% |
December 31, 2021 | 39.86% |
November 30, 2021 | 39.86% |
October 31, 2021 | 39.86% |
September 30, 2021 | 39.86% |
August 31, 2021 | 39.86% |
July 31, 2021 | 39.86% |
June 30, 2021 | 39.86% |
May 31, 2021 | 39.86% |
April 30, 2021 | 39.86% |
March 31, 2021 | 39.86% |
February 28, 2021 | 39.86% |
January 31, 2021 | 39.86% |
December 31, 2020 | 39.86% |
November 30, 2020 | 39.86% |
October 31, 2020 | 39.86% |
September 30, 2020 | 39.86% |
August 31, 2020 | 39.86% |
July 31, 2020 | 39.86% |
June 30, 2020 | 39.86% |
May 31, 2020 | 39.86% |
Date | Value |
---|---|
April 30, 2020 | 39.86% |
March 31, 2020 | 39.86% |
February 29, 2020 | 27.35% |
January 31, 2020 | 27.35% |
December 31, 2019 | 27.35% |
November 30, 2019 | 27.35% |
October 31, 2019 | 27.35% |
September 30, 2019 | 27.35% |
August 31, 2019 | 27.35% |
July 31, 2019 | 27.35% |
June 30, 2019 | 27.35% |
May 31, 2019 | 27.35% |
April 30, 2019 | 27.35% |
March 31, 2019 | 27.35% |
February 28, 2019 | 27.35% |
January 31, 2019 | 27.35% |
December 31, 2018 | 27.35% |
November 30, 2018 | 27.35% |
October 31, 2018 | 27.35% |
September 30, 2018 | 27.35% |
August 31, 2018 | 27.35% |
July 31, 2018 | 27.35% |
June 30, 2018 | 27.35% |
May 31, 2018 | 27.35% |
April 30, 2018 | 27.35% |
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
27.35%
Minimum
Jun 2017
39.86%
Maximum
Mar 2020
32.98%
Average
27.35%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Janus Henderson Triton I | 39.70% |
Baron Discovery Institutional | 45.15% |
Wasatch Core Growth Institutional | 38.10% |
Meridian Growth Investor | 40.65% |
Hood River Small-Cap Growth Instl | 40.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.235 |
Beta (5Y) | 1.172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.64% |
Historical Sharpe Ratio (5Y) | 0.5829 |
Historical Sortino (5Y) | 0.641 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.97% |