Vanguard Windsor™ II Admiral™ (VWNAX)
70.59
-0.28 (-0.40%)
USD |
May 19 2022
VWNAX Max Drawdown (5Y): 37.42% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.42% |
| March 31, 2022 | 37.42% |
| February 28, 2022 | 37.42% |
| January 31, 2022 | 37.42% |
| December 31, 2021 | 37.42% |
| November 30, 2021 | 37.42% |
| October 31, 2021 | 37.42% |
| September 30, 2021 | 37.42% |
| August 31, 2021 | 37.42% |
| July 31, 2021 | 37.42% |
| June 30, 2021 | 37.42% |
| May 31, 2021 | 37.42% |
| April 30, 2021 | 37.42% |
| March 31, 2021 | 37.42% |
| February 28, 2021 | 37.42% |
| January 31, 2021 | 37.42% |
| December 31, 2020 | 37.42% |
| November 30, 2020 | 37.42% |
| October 31, 2020 | 37.42% |
| September 30, 2020 | 37.42% |
| August 31, 2020 | 37.42% |
| July 31, 2020 | 37.42% |
| June 30, 2020 | 37.42% |
| May 31, 2020 | 37.42% |
| April 30, 2020 | 37.42% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.42% |
| February 29, 2020 | 19.70% |
| January 31, 2020 | 19.70% |
| December 31, 2019 | 19.70% |
| November 30, 2019 | 19.70% |
| October 31, 2019 | 19.70% |
| September 30, 2019 | 19.70% |
| August 31, 2019 | 19.70% |
| July 31, 2019 | 19.70% |
| June 30, 2019 | 19.70% |
| May 31, 2019 | 19.70% |
| April 30, 2019 | 19.70% |
| March 31, 2019 | 19.70% |
| February 28, 2019 | 19.70% |
| January 31, 2019 | 19.70% |
| December 31, 2018 | 19.70% |
| November 30, 2018 | 17.67% |
| October 31, 2018 | 17.67% |
| September 30, 2018 | 17.67% |
| August 31, 2018 | 17.67% |
| July 31, 2018 | 17.67% |
| June 30, 2018 | 17.67% |
| May 31, 2018 | 17.67% |
| April 30, 2018 | 17.67% |
| March 31, 2018 | 17.67% |
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
17.67%
Minimum
May 2017
37.42%
Maximum
Mar 2020
26.73%
Average
19.70%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Large-Cap Value Instl | 38.54% |
| T. Rowe Price Value I | 38.64% |
| JNL/T. Rowe Price Value I | 38.68% |
| Schwab Fundamental US Large Company Idx | 37.59% |
| JPMorgan US Value I | 38.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.111 |
| Beta (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.39% |
| Historical Sharpe Ratio (5Y) | 0.6702 |
| Historical Sortino (5Y) | 0.6335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.32% |