Vanguard 500 Index Admiral (VFIAX)
381.91
-3.98 (-1.03%)
USD |
Feb 03 2023
VFIAX Max Drawdown (5Y): 33.80% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 33.80% |
December 31, 2022 | 33.80% |
November 30, 2022 | 33.80% |
October 31, 2022 | 33.80% |
September 30, 2022 | 33.80% |
August 31, 2022 | 33.80% |
July 31, 2022 | 33.80% |
June 30, 2022 | 33.80% |
May 31, 2022 | 33.80% |
April 30, 2022 | 33.80% |
March 31, 2022 | 33.80% |
February 28, 2022 | 33.80% |
January 31, 2022 | 33.80% |
December 31, 2021 | 33.80% |
November 30, 2021 | 33.80% |
October 31, 2021 | 33.80% |
September 30, 2021 | 33.80% |
August 31, 2021 | 33.80% |
July 31, 2021 | 33.80% |
June 30, 2021 | 33.80% |
May 31, 2021 | 33.80% |
April 30, 2021 | 33.80% |
March 31, 2021 | 33.80% |
February 28, 2021 | 33.80% |
January 31, 2021 | 33.80% |
Date | Value |
---|---|
December 31, 2020 | 33.80% |
November 30, 2020 | 33.80% |
October 31, 2020 | 33.80% |
September 30, 2020 | 33.80% |
August 31, 2020 | 33.80% |
July 31, 2020 | 33.80% |
June 30, 2020 | 33.80% |
May 31, 2020 | 33.80% |
April 30, 2020 | 33.80% |
March 31, 2020 | 33.80% |
February 29, 2020 | 19.38% |
January 31, 2020 | 19.38% |
December 31, 2019 | 19.38% |
November 30, 2019 | 19.38% |
October 31, 2019 | 19.38% |
September 30, 2019 | 19.38% |
August 31, 2019 | 19.38% |
July 31, 2019 | 19.38% |
June 30, 2019 | 19.38% |
May 31, 2019 | 19.38% |
April 30, 2019 | 19.38% |
March 31, 2019 | 19.38% |
February 28, 2019 | 19.38% |
January 31, 2019 | 19.38% |
December 31, 2018 | 19.38% |
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
12.97%
Minimum
Feb 2018
33.80%
Maximum
Mar 2020
26.72%
Average
33.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0389 |
Beta (5Y) | 1.000 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0389 |
Beta (vs YCharts Benchmark) (5Y) | 1.000 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.20% |
Historical Sharpe Ratio (5Y) | 0.5291 |
Historical Sortino (5Y) | 0.5946 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.52% |