Vanguard 500 Index Admiral (VFIAX)
417.55
-4.96 (-1.17%)
USD |
Dec 01 2021
VFIAX Max Drawdown (5Y): 33.80% for Nov. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| November 30, 2018 | 12.97% |
| October 31, 2018 | 12.97% |
| September 30, 2018 | 12.97% |
| August 31, 2018 | 12.97% |
| July 31, 2018 | 12.97% |
| June 30, 2018 | 12.97% |
| May 31, 2018 | 12.97% |
| April 30, 2018 | 12.97% |
| March 31, 2018 | 12.97% |
| February 28, 2018 | 12.97% |
| January 31, 2018 | 12.97% |
| December 31, 2017 | 12.97% |
| November 30, 2017 | 12.97% |
| October 31, 2017 | 12.97% |
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
Dec 2016
33.80%
Maximum
Mar 2020
21.86%
Average
19.38%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0413 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.57% |
| Historical Sharpe Ratio (5Y) | 1.096 |
| Historical Sortino (5Y) | 0.9825 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.35% |