Vanguard Small Cap Growth Index Inv (VISGX)
65.22
-1.30 (-1.95%)
USD |
Aug 17 2022
VISGX Max Drawdown (5Y): 38.70% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 38.70% |
June 30, 2022 | 38.70% |
May 31, 2022 | 38.70% |
April 30, 2022 | 38.70% |
March 31, 2022 | 38.70% |
February 28, 2022 | 38.70% |
January 31, 2022 | 38.70% |
December 31, 2021 | 38.70% |
November 30, 2021 | 38.70% |
October 31, 2021 | 38.70% |
September 30, 2021 | 38.70% |
August 31, 2021 | 38.70% |
July 31, 2021 | 38.70% |
June 30, 2021 | 38.70% |
May 31, 2021 | 38.70% |
April 30, 2021 | 38.70% |
March 31, 2021 | 38.70% |
February 28, 2021 | 38.70% |
January 31, 2021 | 38.70% |
December 31, 2020 | 38.70% |
November 30, 2020 | 38.70% |
October 31, 2020 | 38.70% |
September 30, 2020 | 38.70% |
August 31, 2020 | 38.70% |
July 31, 2020 | 38.70% |
Date | Value |
---|---|
June 30, 2020 | 38.70% |
May 31, 2020 | 38.70% |
April 30, 2020 | 38.70% |
March 31, 2020 | 38.70% |
February 29, 2020 | 26.60% |
January 31, 2020 | 26.60% |
December 31, 2019 | 26.60% |
November 30, 2019 | 26.60% |
October 31, 2019 | 26.60% |
September 30, 2019 | 26.60% |
August 31, 2019 | 26.60% |
July 31, 2019 | 26.60% |
June 30, 2019 | 26.60% |
May 31, 2019 | 26.60% |
April 30, 2019 | 26.60% |
March 31, 2019 | 26.60% |
February 28, 2019 | 26.60% |
January 31, 2019 | 26.60% |
December 31, 2018 | 26.60% |
November 30, 2018 | 26.60% |
October 31, 2018 | 26.60% |
September 30, 2018 | 26.60% |
August 31, 2018 | 26.60% |
July 31, 2018 | 26.60% |
June 30, 2018 | 26.60% |
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
26.60%
Minimum
Aug 2017
38.70%
Maximum
Mar 2020
32.45%
Average
26.60%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.823 |
Beta (5Y) | 1.151 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.54% |
Historical Sharpe Ratio (5Y) | 0.4262 |
Historical Sortino (5Y) | 0.5022 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |