Vanguard Mega Cap Value Index Instl (VMVLX)
202.27
+0.71 (+0.35%)
USD |
May 16 2022
VMVLX Max Drawdown (5Y): 35.57% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 35.57% |
| March 31, 2022 | 35.57% |
| February 28, 2022 | 35.57% |
| January 31, 2022 | 35.57% |
| December 31, 2021 | 35.57% |
| November 30, 2021 | 35.57% |
| October 31, 2021 | 35.57% |
| September 30, 2021 | 35.57% |
| August 31, 2021 | 35.57% |
| July 31, 2021 | 35.57% |
| June 30, 2021 | 35.57% |
| May 31, 2021 | 35.57% |
| April 30, 2021 | 35.57% |
| March 31, 2021 | 35.57% |
| February 28, 2021 | 35.57% |
| January 31, 2021 | 35.57% |
| December 31, 2020 | 35.57% |
| November 30, 2020 | 35.57% |
| October 31, 2020 | 35.57% |
| September 30, 2020 | 35.57% |
| August 31, 2020 | 35.57% |
| July 31, 2020 | 35.57% |
| June 30, 2020 | 35.57% |
| May 31, 2020 | 35.57% |
| April 30, 2020 | 35.57% |
| Date | Value |
|---|---|
| March 31, 2020 | 35.57% |
| February 29, 2020 | 16.76% |
| January 31, 2020 | 16.76% |
| December 31, 2019 | 16.76% |
| November 30, 2019 | 16.76% |
| October 31, 2019 | 16.76% |
| September 30, 2019 | 16.76% |
| August 31, 2019 | 16.76% |
| July 31, 2019 | 16.76% |
| June 30, 2019 | 16.76% |
| May 31, 2019 | 16.76% |
| April 30, 2019 | 16.76% |
| March 31, 2019 | 16.76% |
| February 28, 2019 | 16.76% |
| January 31, 2019 | 16.76% |
| December 31, 2018 | 16.76% |
| November 30, 2018 | 12.86% |
| October 31, 2018 | 12.86% |
| September 30, 2018 | 12.86% |
| August 31, 2018 | 12.86% |
| July 31, 2018 | 12.86% |
| June 30, 2018 | 12.86% |
| May 31, 2018 | 12.86% |
| April 30, 2018 | 12.86% |
| March 31, 2018 | 12.86% |
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
12.86%
Minimum
May 2017
35.57%
Maximum
Mar 2020
23.68%
Average
16.76%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Praxis Value Index I | 36.01% |
| JPMorgan U.S. Applied Data Sci Val I | 38.90% |
| TCW Relative Value Large Cap I | 42.41% |
| Columbia Integrated Large Cap Val Adv | 37.42% |
| Eaton Vance Tx-Mgd Value I | 38.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.164 |
| Beta (5Y) | 0.8983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.60% |
| Historical Sharpe Ratio (5Y) | 0.6954 |
| Historical Sortino (5Y) | 0.6712 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.86% |