VirTra Inc (VTSI)
16.28
+0.21
(+1.31%)
USD |
NASDAQ |
May 02, 16:00
16.27
-0.01
(-0.06%)
After-Hours: 18:04
VirTra Max Drawdown (5Y): 69.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.54% |
March 31, 2024 | 69.54% |
February 29, 2024 | 69.54% |
January 31, 2024 | 69.54% |
December 31, 2023 | 69.54% |
November 30, 2023 | 69.54% |
October 31, 2023 | 69.54% |
September 30, 2023 | 69.54% |
August 31, 2023 | 69.54% |
July 31, 2023 | 69.54% |
June 30, 2023 | 69.54% |
May 31, 2023 | 69.54% |
April 30, 2023 | 69.54% |
March 31, 2023 | 69.54% |
February 28, 2023 | 68.36% |
January 31, 2023 | 68.36% |
December 31, 2022 | 68.36% |
November 30, 2022 | 68.36% |
October 31, 2022 | 68.36% |
September 30, 2022 | 68.36% |
August 31, 2022 | 68.36% |
July 31, 2022 | 68.36% |
June 30, 2022 | 68.36% |
May 31, 2022 | 68.36% |
April 30, 2022 | 68.36% |
Date | Value |
---|---|
March 31, 2022 | 68.36% |
February 28, 2022 | 68.36% |
January 31, 2022 | 68.36% |
December 31, 2021 | 68.36% |
November 30, 2021 | 68.36% |
October 31, 2021 | 68.36% |
September 30, 2021 | 68.36% |
August 31, 2021 | 68.36% |
July 31, 2021 | 68.36% |
June 30, 2021 | 68.36% |
May 31, 2021 | 68.36% |
April 30, 2021 | 68.36% |
March 31, 2021 | 68.36% |
February 28, 2021 | 68.36% |
January 31, 2021 | 68.36% |
December 31, 2020 | 68.36% |
November 30, 2020 | 68.36% |
October 31, 2020 | 68.36% |
September 30, 2020 | 68.36% |
August 31, 2020 | 68.36% |
July 31, 2020 | 68.36% |
June 30, 2020 | 68.36% |
May 31, 2020 | 68.36% |
April 30, 2020 | 68.18% |
March 31, 2020 | 68.18% |
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
65.15%
Minimum
May 2019
69.54%
Maximum
Mar 2023
68.45%
Average
68.36%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Ault Alliance Inc | 100.00% |
Smith & Wesson Brands Inc | 81.49% |
Omega Flex Inc | 64.09% |
Axon Enterprise Inc | 58.54% |
VSE Corp | 76.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.50 |
Beta (5Y) | 0.719 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.28% |
Historical Sharpe Ratio (5Y) | 0.4717 |
Historical Sortino (5Y) | 1.265 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.97% |