Vanguard Total Stock Mkt Idx Inv (VTSMX)
92.79
+1.04 (+1.13%)
USD |
Jul 01 2022
VTSMX Max Drawdown (5Y): 34.98% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.98% |
| May 31, 2022 | 34.98% |
| April 30, 2022 | 34.98% |
| March 31, 2022 | 34.98% |
| February 28, 2022 | 34.98% |
| January 31, 2022 | 34.98% |
| December 31, 2021 | 34.98% |
| November 30, 2021 | 34.98% |
| October 31, 2021 | 34.98% |
| September 30, 2021 | 34.98% |
| August 31, 2021 | 34.98% |
| July 31, 2021 | 34.98% |
| June 30, 2021 | 34.98% |
| May 31, 2021 | 34.98% |
| April 30, 2021 | 34.98% |
| March 31, 2021 | 34.98% |
| February 28, 2021 | 34.98% |
| January 31, 2021 | 34.98% |
| December 31, 2020 | 34.98% |
| November 30, 2020 | 34.98% |
| October 31, 2020 | 34.98% |
| September 30, 2020 | 34.98% |
| August 31, 2020 | 34.98% |
| July 31, 2020 | 34.98% |
| June 30, 2020 | 34.98% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.98% |
| April 30, 2020 | 34.98% |
| March 31, 2020 | 34.98% |
| February 29, 2020 | 20.18% |
| January 31, 2020 | 20.18% |
| December 31, 2019 | 20.18% |
| November 30, 2019 | 20.18% |
| October 31, 2019 | 20.18% |
| September 30, 2019 | 20.18% |
| August 31, 2019 | 20.18% |
| July 31, 2019 | 20.18% |
| June 30, 2019 | 20.18% |
| May 31, 2019 | 20.18% |
| April 30, 2019 | 20.18% |
| March 31, 2019 | 20.18% |
| February 28, 2019 | 20.18% |
| January 31, 2019 | 20.18% |
| December 31, 2018 | 20.18% |
| November 30, 2018 | 15.20% |
| October 31, 2018 | 15.20% |
| September 30, 2018 | 15.20% |
| August 31, 2018 | 15.20% |
| July 31, 2018 | 15.20% |
| June 30, 2018 | 15.20% |
| May 31, 2018 | 15.20% |
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
15.20%
Minimum
Jul 2017
34.98%
Maximum
Mar 2020
25.68%
Average
20.18%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vanguard Instl Ttl Stk Mkt Idx InstlPls | 34.99% |
| Vanguard 500 Index Investor | 33.81% |
| Vanguard Large Cap Index Investor | 33.97% |
| FMI Large Cap Investor | 34.15% |
| Vanguard PRIMECAP Core Inv | 34.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.219 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.77% |
| Historical Sharpe Ratio (5Y) | 0.5903 |
| Historical Sortino (5Y) | 0.6092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.07% |