Vanguard Mortgage-Backed Secs Idx Fund Admiral (VMBSX)

18.28 -0.08 (-0.44%) USD  |  Dec 13 2024
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VMBSX Max Drawdown (5Y): 17.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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RBC BlueBay Access Capital Commnty Invstmnt Fd I 17.40%
Columbia US Treasury Index Fund I2 19.12%
Brown Advisory Mortgage Securities Fund Ins 15.87%
Vanguard Intermediate-Term Treasury Index Fd Adm 16.15%
PIMCO GNMA & GS Fund Institutional 17.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.4097
Beta (5Y) 0.9859
Alpha (vs YCharts Benchmark) (5Y) -0.4097
Beta (vs YCharts Benchmark) (5Y) 0.9859
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.43%
Historical Sharpe Ratio (5Y) -0.4347
Historical Sortino (5Y) -0.6092
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.40%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:VMBSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:VMBSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.