Vanguard 500 Index Investor (VFINX)
355.00
+1.27 (+0.36%)
USD |
Jul 06 2022
VFINX Max Drawdown (5Y): 33.81% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 33.81% |
May 31, 2022 | 33.81% |
April 30, 2022 | 33.81% |
March 31, 2022 | 33.81% |
February 28, 2022 | 33.81% |
January 31, 2022 | 33.81% |
December 31, 2021 | 33.81% |
November 30, 2021 | 33.81% |
October 31, 2021 | 33.81% |
September 30, 2021 | 33.81% |
August 31, 2021 | 33.81% |
July 31, 2021 | 33.81% |
June 30, 2021 | 33.81% |
May 31, 2021 | 33.81% |
April 30, 2021 | 33.81% |
March 31, 2021 | 33.81% |
February 28, 2021 | 33.81% |
January 31, 2021 | 33.81% |
December 31, 2020 | 33.81% |
November 30, 2020 | 33.81% |
October 31, 2020 | 33.81% |
September 30, 2020 | 33.81% |
August 31, 2020 | 33.81% |
July 31, 2020 | 33.81% |
June 30, 2020 | 33.81% |
Date | Value |
---|---|
May 31, 2020 | 33.81% |
April 30, 2020 | 33.81% |
March 31, 2020 | 33.81% |
February 29, 2020 | 19.40% |
January 31, 2020 | 19.40% |
December 31, 2019 | 19.40% |
November 30, 2019 | 19.40% |
October 31, 2019 | 19.40% |
September 30, 2019 | 19.40% |
August 31, 2019 | 19.40% |
July 31, 2019 | 19.40% |
June 30, 2019 | 19.40% |
May 31, 2019 | 19.40% |
April 30, 2019 | 19.40% |
March 31, 2019 | 19.40% |
February 28, 2019 | 19.40% |
January 31, 2019 | 19.40% |
December 31, 2018 | 19.40% |
November 30, 2018 | 13.03% |
October 31, 2018 | 13.03% |
September 30, 2018 | 13.03% |
August 31, 2018 | 13.03% |
July 31, 2018 | 13.03% |
June 30, 2018 | 13.03% |
May 31, 2018 | 13.03% |
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
13.03%
Minimum
Jul 2017
33.81%
Maximum
Mar 2020
24.32%
Average
19.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Great-West S&P 500® Index Investor | 33.82% |
MainStay S&P 500 Index Inv | 33.80% |
JNL/Mellon S&P 500 Index A | 33.87% |
TIAA-CREF S&P 500 Index Instl | 33.75% |
SEI S&P 500 Index A (SIIT) | 33.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1488 |
Beta (5Y) | 1.000 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.99% |
Historical Sharpe Ratio (5Y) | 0.6521 |
Historical Sortino (5Y) | 0.6739 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.63% |