VSE Corp (VSEC)
82.90
+2.51
(+3.12%)
USD |
NASDAQ |
May 03, 16:00
82.89
-0.01
(-0.01%)
After-Hours: 20:00
VSE Max Drawdown (5Y): 76.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.09% |
March 31, 2024 | 76.09% |
February 29, 2024 | 76.09% |
January 31, 2024 | 76.09% |
December 31, 2023 | 76.09% |
November 30, 2023 | 76.09% |
October 31, 2023 | 76.09% |
September 30, 2023 | 76.09% |
August 31, 2023 | 76.09% |
July 31, 2023 | 76.09% |
June 30, 2023 | 76.09% |
May 31, 2023 | 76.09% |
April 30, 2023 | 76.09% |
March 31, 2023 | 76.09% |
February 28, 2023 | 76.09% |
January 31, 2023 | 76.09% |
December 31, 2022 | 76.09% |
November 30, 2022 | 76.09% |
October 31, 2022 | 76.09% |
September 30, 2022 | 76.09% |
August 31, 2022 | 76.09% |
July 31, 2022 | 76.09% |
June 30, 2022 | 76.09% |
May 31, 2022 | 76.09% |
April 30, 2022 | 76.09% |
Date | Value |
---|---|
March 31, 2022 | 76.09% |
February 28, 2022 | 76.09% |
January 31, 2022 | 76.09% |
December 31, 2021 | 76.09% |
November 30, 2021 | 76.09% |
October 31, 2021 | 76.09% |
September 30, 2021 | 76.09% |
August 31, 2021 | 76.09% |
July 31, 2021 | 76.09% |
June 30, 2021 | 76.09% |
May 31, 2021 | 76.09% |
April 30, 2021 | 76.09% |
March 31, 2021 | 76.09% |
February 28, 2021 | 76.09% |
January 31, 2021 | 76.09% |
December 31, 2020 | 76.09% |
November 30, 2020 | 76.09% |
October 31, 2020 | 76.09% |
September 30, 2020 | 76.09% |
August 31, 2020 | 76.09% |
July 31, 2020 | 76.09% |
June 30, 2020 | 76.09% |
May 31, 2020 | 76.09% |
April 30, 2020 | 76.09% |
March 31, 2020 | 76.09% |
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
58.66%
Minimum
May 2019
76.09%
Maximum
Mar 2020
73.18%
Average
76.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Curtiss-Wright Corp | 48.73% |
Sturm Ruger & Co Inc | 44.18% |
Conrad Industries Inc | 73.37% |
V2X Inc | 50.21% |
Cadre Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9867 |
Beta (5Y) | 1.677 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.66% |
Historical Sharpe Ratio (5Y) | 0.4216 |
Historical Sortino (5Y) | 0.6442 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.75% |