Vanguard Mid Cap Index Investor (VIMSX)
55.39
+0.37 (+0.67%)
USD |
Mar 27 2023
VIMSX Max Drawdown (5Y): 39.27% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 39.27% |
January 31, 2023 | 39.27% |
December 31, 2022 | 39.27% |
November 30, 2022 | 39.27% |
October 31, 2022 | 39.27% |
September 30, 2022 | 39.27% |
August 31, 2022 | 39.27% |
July 31, 2022 | 39.27% |
June 30, 2022 | 39.27% |
May 31, 2022 | 39.27% |
April 30, 2022 | 39.27% |
March 31, 2022 | 39.27% |
February 28, 2022 | 39.27% |
January 31, 2022 | 39.27% |
December 31, 2021 | 39.27% |
November 30, 2021 | 39.27% |
October 31, 2021 | 39.27% |
September 30, 2021 | 39.27% |
August 31, 2021 | 39.27% |
July 31, 2021 | 39.27% |
June 30, 2021 | 39.27% |
May 31, 2021 | 39.27% |
April 30, 2021 | 39.27% |
March 31, 2021 | 39.27% |
February 28, 2021 | 39.27% |
Date | Value |
---|---|
January 31, 2021 | 39.27% |
December 31, 2020 | 39.27% |
November 30, 2020 | 39.27% |
October 31, 2020 | 39.27% |
September 30, 2020 | 39.27% |
August 31, 2020 | 39.27% |
July 31, 2020 | 39.27% |
June 30, 2020 | 39.27% |
May 31, 2020 | 39.27% |
April 30, 2020 | 39.27% |
March 31, 2020 | 39.27% |
February 29, 2020 | 21.24% |
January 31, 2020 | 21.24% |
December 31, 2019 | 21.24% |
November 30, 2019 | 21.24% |
October 31, 2019 | 21.24% |
September 30, 2019 | 21.24% |
August 31, 2019 | 21.24% |
July 31, 2019 | 21.24% |
June 30, 2019 | 21.24% |
May 31, 2019 | 21.24% |
April 30, 2019 | 21.24% |
March 31, 2019 | 21.24% |
February 28, 2019 | 21.24% |
January 31, 2019 | 21.24% |
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
19.72%
Minimum
Mar 2018
39.27%
Maximum
Mar 2020
31.83%
Average
39.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.284 |
Beta (5Y) | 1.080 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7506 |
Beta (vs YCharts Benchmark) (5Y) | 0.9843 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.00% |
Historical Sharpe Ratio (5Y) | 0.4215 |
Historical Sortino (5Y) | 0.4532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.79% |