Red Violet Inc (RDVT)
36.53
+1.52
(+4.34%)
USD |
NASDAQ |
Nov 21, 16:00
34.80
-1.73
(-4.74%)
After-Hours: 05:46
Red Violet Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| ePlus Inc | 56.46% |
| Palo Alto Networks Inc | 47.98% |
| Upland Software Inc | 96.36% |
| Altair Engineering Inc | -- |
| i3 Verticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.535 |
| Beta (5Y) | 1.455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.77% |
| Historical Sharpe Ratio (5Y) | 0.2307 |
| Historical Sortino (5Y) | 0.4049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.05% |