Vanguard Mid-Cap Growth Index Admiral (VMGMX)
76.51
+1.04 (+1.38%)
USD |
Jul 01 2022
VMGMX Max Drawdown (5Y): 36.60% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 36.60% |
| May 31, 2022 | 36.02% |
| April 30, 2022 | 36.02% |
| March 31, 2022 | 36.02% |
| February 28, 2022 | 36.02% |
| January 31, 2022 | 36.02% |
| December 31, 2021 | 36.02% |
| November 30, 2021 | 36.02% |
| October 31, 2021 | 36.02% |
| September 30, 2021 | 36.02% |
| August 31, 2021 | 36.02% |
| July 31, 2021 | 36.02% |
| June 30, 2021 | 36.02% |
| May 31, 2021 | 36.02% |
| April 30, 2021 | 36.02% |
| March 31, 2021 | 36.02% |
| February 28, 2021 | 36.02% |
| January 31, 2021 | 36.02% |
| December 31, 2020 | 36.02% |
| November 30, 2020 | 36.02% |
| October 31, 2020 | 36.02% |
| September 30, 2020 | 36.02% |
| August 31, 2020 | 36.02% |
| July 31, 2020 | 36.02% |
| June 30, 2020 | 36.02% |
| Date | Value |
|---|---|
| May 31, 2020 | 36.02% |
| April 30, 2020 | 36.02% |
| March 31, 2020 | 36.02% |
| February 29, 2020 | 21.83% |
| January 31, 2020 | 21.83% |
| December 31, 2019 | 21.83% |
| November 30, 2019 | 21.83% |
| October 31, 2019 | 21.83% |
| September 30, 2019 | 21.83% |
| August 31, 2019 | 21.83% |
| July 31, 2019 | 21.83% |
| June 30, 2019 | 21.83% |
| May 31, 2019 | 21.83% |
| April 30, 2019 | 21.83% |
| March 31, 2019 | 21.83% |
| February 28, 2019 | 21.83% |
| January 31, 2019 | 21.83% |
| December 31, 2018 | 21.83% |
| November 30, 2018 | 21.75% |
| October 31, 2018 | 21.75% |
| September 30, 2018 | 21.75% |
| August 31, 2018 | 21.75% |
| July 31, 2018 | 21.75% |
| June 30, 2018 | 21.75% |
| May 31, 2018 | 21.75% |
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
21.75%
Minimum
Jul 2017
36.60%
Maximum
Jun 2022
28.44%
Average
21.83%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| ClearBridge Select I | 42.10% |
| Congress Mid Cap Growth Institutional | 35.15% |
| Delaware Ivy Mid Cap Growth I | 38.37% |
| Virtus KAR Mid-Cap Growth I | 46.80% |
| Voya Russell Mid Cap Growth Idx Port I | 38.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.294 |
| Beta (5Y) | 1.100 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.13% |
| Historical Sharpe Ratio (5Y) | 0.4606 |
| Historical Sortino (5Y) | 0.5187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.65% |