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% |