Vanguard Short Maximum Drawdown
| VCSH ETF | | | USD 78.82 0.01 0.01% |
Historical market data for Vanguard Short Term Corporate forms the basis of the Maximum Drawdown indicator shown here. Related indicator context is organized within
Equity Screeners.
World Market Map frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. Portfolio analysis tools can evaluate how Vanguard Short Term Corporate fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Vanguard Short Term Corporate's ETF valuation — related indicators include
signals in main economic indicators.
Vanguard Short Term Corporate has current Maximum Drawdown of 0.6179. 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.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 0.6179 | |
| MAX | = | Maximum notation for the range of returns on Vanguard Short |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Vanguard Short Term Corporate is rated
below average for maximum drawdown across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers recording roughly
1.00 in Maximum Drawdown for every unit of Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Compare Vanguard Short to Peers
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