Vanguard High Dividend Yield Index Adm (VHYAX)
30.83
+0.43 (+1.41%)
USD |
Mar 20 2023
VHYAX Max Drawdown (5Y): 35.11% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 35.11% |
| January 31, 2023 | 35.11% |
| December 31, 2022 | 35.11% |
| November 30, 2022 | 35.11% |
| October 31, 2022 | 35.11% |
| September 30, 2022 | 35.11% |
| August 31, 2022 | 35.11% |
| July 31, 2022 | 35.11% |
| June 30, 2022 | 35.11% |
| May 31, 2022 | 35.11% |
| April 30, 2022 | 35.11% |
| March 31, 2022 | 35.11% |
| February 28, 2022 | 35.11% |
| January 31, 2022 | 35.11% |
| December 31, 2021 | 35.11% |
| November 30, 2021 | 35.11% |
| October 31, 2021 | 35.11% |
| September 30, 2021 | 35.11% |
| August 31, 2021 | 35.11% |
| July 31, 2021 | 35.11% |
| June 30, 2021 | 35.11% |
| May 31, 2021 | 35.11% |
| April 30, 2021 | 35.11% |
| March 31, 2021 | 35.11% |
| February 28, 2021 | 35.11% |
| Date | Value |
|---|---|
| January 31, 2021 | 35.11% |
| December 31, 2020 | 35.11% |
| November 30, 2020 | 35.11% |
| October 31, 2020 | 35.11% |
| September 30, 2020 | 35.11% |
| August 31, 2020 | 35.11% |
| July 31, 2020 | 35.11% |
| June 30, 2020 | 35.11% |
| May 31, 2020 | 35.11% |
| April 30, 2020 | 35.11% |
| March 31, 2020 | 35.11% |
| February 29, 2020 | 16.36% |
| January 31, 2020 | 16.36% |
| December 31, 2019 | 16.36% |
| November 30, 2019 | 16.36% |
| October 31, 2019 | 16.36% |
| September 30, 2019 | 16.36% |
| August 31, 2019 | 16.36% |
| July 31, 2019 | 16.36% |
| June 30, 2019 | 16.36% |
| May 31, 2019 | 16.36% |
| April 30, 2019 | 16.36% |
| March 31, 2019 | 16.36% |
| February 28, 2019 | 16.36% |
| January 31, 2019 | 16.36% |
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
12.93%
Minimum
Mar 2018
35.11%
Maximum
Mar 2020
27.09%
Average
35.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Columbia Dividend Income Inst3 | 32.75% |
| Principal Equity Income Inst | 37.60% |
| Federated Hermes Strategic Value Div IS | 36.52% |
| Vanguard Equity-Income Adm | 35.23% |
| Vanguard Value Index I | 36.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4459 |
| Beta (5Y) | 0.8514 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.773 |
| Beta (vs YCharts Benchmark) (5Y) | 0.901 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.33% |
| Historical Sharpe Ratio (5Y) | 0.4584 |
| Historical Sortino (5Y) | 0.4749 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.77% |