Vanguard FTSE Maximum Drawdown
| VEA ETF | | | USD 70.72 1.74 2.52% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Vanguard FTSE's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
Vanguard FTSE has a Maximum Drawdown of 6.37, indicating a contained peak-to-trough loss. Vanguard FTSE's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 6.37 | |
| MAX | = | Maximum notation for the range of returns on Vanguard FTSE |
Maximum Drawdown Peers Comparison
Relative to peers, Vanguard FTSE's Maximum Drawdown is above the group average of 4.67. Peer readings range from 3.24 (Vanguard Value Index) to 5.93 (Vanguard Developed Markets), reflecting moderate dispersion across the sector. Vanguard FTSE's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Vanguard FTSE and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Vanguard FTSE's Maximum Drawdown of
6.37 runs about
1.00 times its Maximum Drawdown of
6.37 . The two measures are closely aligned in magnitude for Vanguard FTSE.
Methodology, Assumptions & Data Sources
Vanguard FTSE's Maximum Drawdown currently stands at 6.37. Vanguard FTSE's Maximum Drawdown is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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