Vanguard 500 Index Investor (VFINX)
358.92
+0.46 (+0.13%)
USD |
Feb 23
VFINX Max Drawdown (5Y): 33.81% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2018 | 13.03% |
| March 31, 2018 | 13.03% |
| February 28, 2018 | 13.03% |
| January 31, 2018 | 13.03% |
| December 31, 2017 | 13.03% |
| November 30, 2017 | 13.03% |
| October 31, 2017 | 13.03% |
| September 30, 2017 | 13.03% |
| August 31, 2017 | 13.03% |
| July 31, 2017 | 13.03% |
| June 30, 2017 | 13.03% |
| May 31, 2017 | 13.03% |
| April 30, 2017 | 13.03% |
| March 31, 2017 | 13.03% |
| February 28, 2017 | 13.03% |
| January 31, 2017 | 13.03% |
| December 31, 2016 | 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
Oct 2016
33.81%
Maximum
Mar 2020
19.63%
Average
19.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VALIC Company I Stock Index | 33.84% |
| Great-West S&P 500® Index Investor | 33.82% |
| SEI S&P 500 Index A (SIIT) | 33.82% |
| JPMorgan Equity Index I | 33.73% |
| Northern Stock Index | 33.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1551 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.41% |
| Historical Sharpe Ratio (5Y) | 0.9861 |
| Historical Sortino (5Y) | 0.8886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.36% |