Vanguard Russell 1000 Value Index I (VRVIX)
248.94
-0.90 (-0.36%)
USD |
Mar 23 2023
VRVIX Max Drawdown (5Y): 38.29% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 38.29% |
January 31, 2023 | 38.29% |
December 31, 2022 | 38.29% |
November 30, 2022 | 38.29% |
October 31, 2022 | 38.29% |
September 30, 2022 | 38.29% |
August 31, 2022 | 38.29% |
July 31, 2022 | 38.29% |
June 30, 2022 | 38.29% |
May 31, 2022 | 38.29% |
April 30, 2022 | 38.29% |
March 31, 2022 | 38.29% |
February 28, 2022 | 38.29% |
January 31, 2022 | 38.29% |
December 31, 2021 | 38.29% |
November 30, 2021 | 38.29% |
October 31, 2021 | 38.29% |
September 30, 2021 | 38.29% |
August 31, 2021 | 38.29% |
July 31, 2021 | 38.29% |
June 30, 2021 | 38.29% |
May 31, 2021 | 38.29% |
April 30, 2021 | 38.29% |
March 31, 2021 | 38.29% |
February 28, 2021 | 38.29% |
Date | Value |
---|---|
January 31, 2021 | 38.29% |
December 31, 2020 | 38.29% |
November 30, 2020 | 38.29% |
October 31, 2020 | 38.29% |
September 30, 2020 | 38.29% |
August 31, 2020 | 38.29% |
July 31, 2020 | 38.29% |
June 30, 2020 | 38.29% |
May 31, 2020 | 38.29% |
April 30, 2020 | 38.29% |
March 31, 2020 | 38.29% |
February 29, 2020 | 18.35% |
January 31, 2020 | 18.35% |
December 31, 2019 | 18.35% |
November 30, 2019 | 18.35% |
October 31, 2019 | 18.35% |
September 30, 2019 | 18.35% |
August 31, 2019 | 18.35% |
July 31, 2019 | 18.35% |
June 30, 2019 | 18.35% |
May 31, 2019 | 18.35% |
April 30, 2019 | 18.35% |
March 31, 2019 | 18.35% |
February 28, 2019 | 18.35% |
January 31, 2019 | 18.35% |
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
16.07%
Minimum
Mar 2018
38.29%
Maximum
Mar 2020
29.97%
Average
38.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.311 |
Beta (5Y) | 0.959 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1886 |
Beta (vs YCharts Benchmark) (5Y) | 0.9996 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.46% |
Historical Sharpe Ratio (5Y) | 0.3995 |
Historical Sortino (5Y) | 0.4086 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |