Vertiv Holdings Co (VRT)
95.40
-2.54
(-2.59%)
USD |
NYSE |
May 10, 16:00
95.49
+0.09
(+0.09%)
Pre-Market: 20:00
Vertiv Holdings Max Drawdown (5Y): 71.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.24% |
March 31, 2024 | 71.24% |
February 29, 2024 | 71.24% |
January 31, 2024 | 71.24% |
December 31, 2023 | 71.24% |
November 30, 2023 | 71.24% |
October 31, 2023 | 71.24% |
September 30, 2023 | 71.24% |
August 31, 2023 | 71.24% |
July 31, 2023 | 71.24% |
June 30, 2023 | 71.24% |
May 31, 2023 | 71.24% |
April 30, 2023 | 71.24% |
March 31, 2023 | 71.24% |
February 28, 2023 | 71.24% |
January 31, 2023 | 71.24% |
December 31, 2022 | 71.24% |
November 30, 2022 | 71.24% |
October 31, 2022 | 71.24% |
September 30, 2022 | 71.24% |
August 31, 2022 | 71.24% |
July 31, 2022 | 71.24% |
June 30, 2022 | 71.24% |
May 31, 2022 | 64.83% |
April 30, 2022 | 64.83% |
Date | Value |
---|---|
March 31, 2022 | 64.83% |
February 28, 2022 | 58.62% |
January 31, 2022 | 58.62% |
December 31, 2021 | 58.62% |
November 30, 2021 | 58.62% |
October 31, 2021 | 58.62% |
September 30, 2021 | 58.62% |
August 31, 2021 | 58.62% |
July 31, 2021 | 58.62% |
June 30, 2021 | 58.62% |
May 31, 2021 | 58.62% |
April 30, 2021 | 58.62% |
March 31, 2021 | 58.62% |
February 28, 2021 | 58.62% |
January 31, 2021 | 58.62% |
December 31, 2020 | 58.62% |
November 30, 2020 | 58.62% |
October 31, 2020 | 58.62% |
September 30, 2020 | 58.62% |
August 31, 2020 | 58.62% |
July 31, 2020 | 58.62% |
June 30, 2020 | 58.62% |
May 31, 2020 | 58.62% |
April 30, 2020 | 58.62% |
March 31, 2020 | 58.62% |
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
3.38%
Minimum
May 2019
71.24%
Maximum
Jun 2022
54.71%
Average
58.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Enovix Corp | -- |
Advanced Energy Industries Inc | 62.28% |
Plug Power Inc | 96.84% |
Ultralife Corp | 67.97% |
Ideal Power Inc | 98.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 36.65 |
Beta (5Y) | 1.545 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.26% |
Historical Sharpe Ratio (5Y) | 0.9408 |
Historical Sortino (5Y) | 1.385 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.17% |