Vanguard S&P Small-Cap 600 Val Idx Instl (VSMVX)
369.69
+0.80 (+0.22%)
USD |
Apr 15
VSMVX Max Drawdown (5Y): 47.59% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 47.59% |
| February 28, 2021 | 47.59% |
| January 31, 2021 | 47.59% |
| December 31, 2020 | 47.59% |
| November 30, 2020 | 47.59% |
| October 31, 2020 | 47.59% |
| September 30, 2020 | 47.59% |
| August 31, 2020 | 47.59% |
| July 31, 2020 | 47.59% |
| June 30, 2020 | 47.59% |
| May 31, 2020 | 47.59% |
| April 30, 2020 | 47.59% |
| March 31, 2020 | 47.59% |
| February 29, 2020 | 27.68% |
| January 31, 2020 | 27.68% |
| December 31, 2019 | 27.68% |
| November 30, 2019 | 27.68% |
| October 31, 2019 | 27.68% |
| September 30, 2019 | 27.68% |
| August 31, 2019 | 27.68% |
| July 31, 2019 | 27.68% |
| June 30, 2019 | 27.68% |
| May 31, 2019 | 27.68% |
| April 30, 2019 | 27.68% |
| March 31, 2019 | 27.68% |
| Date | Value |
|---|---|
| February 28, 2019 | 27.68% |
| January 31, 2019 | 27.68% |
| December 31, 2018 | 27.68% |
| November 30, 2018 | 20.46% |
| October 31, 2018 | 20.46% |
| September 30, 2018 | 20.46% |
| August 31, 2018 | 20.46% |
| July 31, 2018 | 20.46% |
| June 30, 2018 | 20.46% |
| May 31, 2018 | 20.46% |
| April 30, 2018 | 20.46% |
| March 31, 2018 | 20.46% |
| February 28, 2018 | 20.46% |
| January 31, 2018 | 20.46% |
| December 31, 2017 | 20.46% |
| November 30, 2017 | 20.46% |
| October 31, 2017 | 20.46% |
| September 30, 2017 | 20.46% |
| August 31, 2017 | 20.46% |
| July 31, 2017 | 20.46% |
| June 30, 2017 | 20.46% |
| May 31, 2017 | 20.46% |
| April 30, 2017 | 20.46% |
| March 31, 2017 | 20.46% |
| February 28, 2017 | 20.46% |
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
20.46%
Minimum
Aug 2016
47.59%
Maximum
Mar 2020
28.57%
Average
26.84%
Median
Apr 2016
Max Drawdown (5Y) Benchmarks
| ProFunds Small Cap Value Inv | 49.20% |
| Putnam Small Cap Value Y | 52.51% |
| PIMCO RAE PLUS Small I-2 | 52.16% |
| Federated Hermes Clover Small Value IS | 48.34% |
| Walthausen Focused Small Cap Val Ins | 41.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.451 |
| Beta (5Y) | 1.346 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.00% |
| Historical Sharpe Ratio (5Y) | 0.6237 |
| Historical Sortino (5Y) | 0.6717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.98% |