Vanguard Russell 2000 Value Index I (VRTVX)
271.97
+7.12 (+2.69%)
USD |
Feb 24
VRTVX Max Drawdown (5Y): 45.98% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2021 | 45.98% |
December 31, 2020 | 45.98% |
November 30, 2020 | 45.98% |
October 31, 2020 | 45.98% |
September 30, 2020 | 45.98% |
August 31, 2020 | 45.98% |
July 31, 2020 | 45.98% |
June 30, 2020 | 45.98% |
May 31, 2020 | 45.98% |
April 30, 2020 | 45.98% |
March 31, 2020 | 45.98% |
February 29, 2020 | 24.90% |
January 31, 2020 | 24.90% |
December 31, 2019 | 24.90% |
November 30, 2019 | 24.90% |
October 31, 2019 | 24.90% |
September 30, 2019 | 24.90% |
August 31, 2019 | 24.90% |
July 31, 2019 | 24.90% |
June 30, 2019 | 24.90% |
May 31, 2019 | 24.90% |
April 30, 2019 | 24.90% |
March 31, 2019 | 24.90% |
February 28, 2019 | 24.90% |
January 31, 2019 | 24.90% |
Date | Value |
---|---|
December 31, 2018 | 24.90% |
November 30, 2018 | 22.56% |
October 31, 2018 | 22.56% |
September 30, 2018 | 22.56% |
August 31, 2018 | 22.56% |
July 31, 2018 | 22.56% |
June 30, 2018 | 22.56% |
May 31, 2018 | 22.56% |
April 30, 2018 | 22.56% |
March 31, 2018 | 22.56% |
February 28, 2018 | 22.56% |
January 31, 2018 | 22.56% |
December 31, 2017 | 22.56% |
November 30, 2017 | 22.56% |
October 31, 2017 | 22.56% |
September 30, 2017 | 22.56% |
August 31, 2017 | 22.56% |
July 31, 2017 | 22.56% |
June 30, 2017 | 22.56% |
May 31, 2017 | 22.56% |
April 30, 2017 | 22.56% |
March 31, 2017 | 22.56% |
February 28, 2017 | 22.56% |
January 31, 2017 | 22.56% |
December 31, 2016 | 22.56% |
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
22.56%
Minimum
Aug 2016
45.98%
Maximum
Mar 2020
28.06%
Average
24.90%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.747 |
Beta (5Y) | 1.265 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.36% |
Historical Sharpe Ratio (5Y) | 0.5788 |
Historical Sortino (5Y) | 0.6064 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.84% |