VANGUARD LARGE-CAP Maximum Drawdown
| VLCAX Fund | | | USD 165.83 1.27 0.77% |
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 LARGE-CAP's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
With Maximum Drawdown at 3.72, VANGUARD LARGE-CAP shows a contained peak-to-trough loss. VANGUARD LARGE-CAP's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 3.72 | |
| MAX | = | Maximum notation for the range of returns on VANGUARD LARGE-CAP |
Maximum Drawdown Peers Comparison
The peer group averages 4.22 for Maximum Drawdown, with VANGUARD LARGE-CAP at 3.72 falling below that level. Readings span 2.55 (Vanguard Balanced Index) to 6.11 (Vanguard FTSE All World). VANGUARD LARGE-CAP's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Vanguard Large 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 LARGE-CAP's Maximum Drawdown of
3.72 runs about
1.00 times its Maximum Drawdown of
3.72 . The two measures are closely aligned in magnitude for VANGUARD LARGE-CAP.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for VANGUARD LARGE-CAP is 3.72. The Maximum Drawdown for VANGUARD LARGE-CAP applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. VANGUARD LARGE-CAP operates in the large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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