Red Violet, Inc. (RDVT)
77.66
-0.36
(-0.46%)
USD |
NASDAQ |
Oct 07, 14:54
Red Violet Max Drawdown (5Y) : 67.39% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 67.39% |
| August 31, 2026 | 67.39% |
| July 31, 2026 | 67.39% |
| June 30, 2026 | 67.39% |
| May 31, 2026 | 67.39% |
| April 30, 2026 | 67.39% |
| March 31, 2026 | 67.39% |
| February 28, 2026 | 67.39% |
| January 31, 2026 | 67.39% |
| December 31, 2025 | 67.39% |
| November 30, 2025 | 67.39% |
| October 31, 2025 | 67.39% |
| September 30, 2025 | 67.39% |
| August 31, 2025 | 67.39% |
| July 31, 2025 | 67.39% |
| June 30, 2025 | 68.75% |
| May 31, 2025 | 68.75% |
| April 30, 2025 | 68.75% |
| March 31, 2025 | 68.75% |
| February 28, 2025 | 68.75% |
| January 31, 2025 | 68.75% |
| December 31, 2024 | 68.75% |
| November 30, 2024 | 68.75% |
| October 31, 2024 | 68.75% |
| September 30, 2024 | 74.15% |
| Date | Value |
|---|---|
| August 31, 2024 | 74.35% |
| July 31, 2024 | 76.08% |
| June 30, 2024 | 76.08% |
| May 31, 2024 | 76.08% |
| April 30, 2024 | 82.56% |
| March 31, 2024 | 84.87% |
| February 29, 2024 | 85.67% |
| January 31, 2024 | 85.67% |
| December 31, 2023 | 85.67% |
| November 30, 2023 | 86.34% |
| October 31, 2023 | 87.16% |
| September 30, 2023 | 88.56% |
| August 31, 2023 | 88.56% |
| July 31, 2023 | 88.56% |
| June 30, 2023 | 88.56% |
| May 31, 2023 | 88.56% |
| April 30, 2023 | 90.17% |
| March 31, 2023 | 90.17% |
| February 28, 2023 | 90.17% |
| January 31, 2023 | 90.17% |
| December 31, 2022 | 90.17% |
| November 30, 2022 | 90.17% |
| October 31, 2022 | 90.17% |
| September 30, 2022 | 90.17% |
| August 31, 2022 | 90.17% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Fortinet, Inc. | 38.32% |
| Palo Alto Networks, Inc. | 36.01% |
| Digital Turbine, Inc. | 98.72% |
| Zscaler, Inc. | 76.41% |
| Elastic NV | 76.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.631 |
| Beta (5Y) | 1.786 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.62% |
| Historical Sharpe Ratio (5Y) | 0.4515 |
| Historical Sortino (5Y) | 0.8855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.00% |