VANGUARD DEVELOPED Maximum Drawdown
| VTMNX Fund | | | USD 21.92 0.10 0.46% |
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 DEVELOPED's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The Maximum Drawdown of 5.92 for VANGUARD DEVELOPED indicates a contained peak-to-trough loss. VANGUARD DEVELOPED's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 5.92 | |
| MAX | = | Maximum notation for the range of returns on VANGUARD DEVELOPED |
Maximum Drawdown Peers Comparison
Among sector peers, VANGUARD DEVELOPED's Maximum Drawdown of 5.92 is above the 4.71 group average. The range runs from 3.24 (Vanguard Value Index) to 6.37 (Vanguard FTSE Developed). VANGUARD DEVELOPED'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 Developed 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 DEVELOPED's Maximum Drawdown of
5.92 runs about
1.00 times its Maximum Drawdown of
5.92 . The two measures are closely aligned in magnitude for VANGUARD DEVELOPED.
Methodology, Assumptions & Data Sources
VANGUARD DEVELOPED's Maximum Drawdown currently stands at 5.92. Maximum Drawdown for VANGUARD DEVELOPED is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. VANGUARD DEVELOPED operates in the foreign 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.
Other Technical Indicators