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% |