VirnetX Holding Corp (VHC)
5.08
-0.17
(-3.24%)
USD |
NYSE |
May 02, 16:00
5.08
0.00 (0.00%)
After-Hours: 16:28
VirnetX Max Drawdown (5Y): 94.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.39% |
March 31, 2024 | 94.39% |
February 29, 2024 | 94.39% |
January 31, 2024 | 94.39% |
December 31, 2023 | 94.39% |
November 30, 2023 | 94.39% |
October 31, 2023 | 93.68% |
September 30, 2023 | 91.95% |
August 31, 2023 | 89.98% |
July 31, 2023 | 88.88% |
June 30, 2023 | 88.88% |
May 31, 2023 | 88.88% |
April 30, 2023 | 88.39% |
March 31, 2023 | 88.39% |
February 28, 2023 | 89.85% |
January 31, 2023 | 90.29% |
December 31, 2022 | 90.29% |
November 30, 2022 | 90.29% |
October 31, 2022 | 90.29% |
September 30, 2022 | 90.29% |
August 31, 2022 | 90.29% |
July 31, 2022 | 90.29% |
June 30, 2022 | 90.29% |
May 31, 2022 | 90.66% |
April 30, 2022 | 90.66% |
Date | Value |
---|---|
March 31, 2022 | 90.66% |
February 28, 2022 | 92.59% |
January 31, 2022 | 94.81% |
December 31, 2021 | 95.43% |
November 30, 2021 | 95.43% |
October 31, 2021 | 95.43% |
September 30, 2021 | 95.43% |
August 31, 2021 | 95.43% |
July 31, 2021 | 95.43% |
June 30, 2021 | 95.43% |
May 31, 2021 | 95.43% |
April 30, 2021 | 95.43% |
March 31, 2021 | 95.43% |
February 28, 2021 | 95.43% |
January 31, 2021 | 95.43% |
December 31, 2020 | 95.43% |
November 30, 2020 | 95.43% |
October 31, 2020 | 95.43% |
September 30, 2020 | 95.43% |
August 31, 2020 | 95.43% |
July 31, 2020 | 95.43% |
June 30, 2020 | 95.43% |
May 31, 2020 | 95.43% |
April 30, 2020 | 95.43% |
March 31, 2020 | 95.43% |
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
88.39%
Minimum
Mar 2023
95.43%
Maximum
May 2019
93.51%
Average
95.43%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -47.65 |
Beta (5Y) | 1.042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.12% |
Historical Sharpe Ratio (5Y) | -0.4797 |
Historical Sortino (5Y) | -0.9241 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.00% |