Virgin Galactic Holdings Inc (SPCE)
0.87
-0.05
(-5.46%)
USD |
NYSE |
Apr 24, 16:00
0.8701
0.00 (0.00%)
After-Hours: 20:00
Virgin Galactic Holdings Max Drawdown (5Y): 97.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.73% |
| February 29, 2024 | 97.68% |
| January 31, 2024 | 97.68% |
| December 31, 2023 | 97.68% |
| November 30, 2023 | 97.68% |
| October 31, 2023 | 97.68% |
| September 30, 2023 | 97.26% |
| August 31, 2023 | 95.76% |
| July 31, 2023 | 94.70% |
| June 30, 2023 | 94.70% |
| May 31, 2023 | 94.70% |
| April 30, 2023 | 94.70% |
| March 31, 2023 | 94.46% |
| February 28, 2023 | 94.46% |
| January 31, 2023 | 94.46% |
| December 31, 2022 | 94.46% |
| November 30, 2022 | 92.83% |
| October 31, 2022 | 92.83% |
| September 30, 2022 | 92.07% |
| August 31, 2022 | 90.96% |
| July 31, 2022 | 90.96% |
| June 30, 2022 | 90.96% |
| May 31, 2022 | 90.96% |
| April 30, 2022 | 88.57% |
| March 31, 2022 | 88.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 86.84% |
| January 31, 2022 | 86.60% |
| December 31, 2021 | 78.05% |
| November 30, 2021 | 73.91% |
| October 31, 2021 | 73.91% |
| September 30, 2021 | 73.91% |
| August 31, 2021 | 73.91% |
| July 31, 2021 | 73.91% |
| June 30, 2021 | 73.91% |
| May 31, 2021 | 73.91% |
| April 30, 2021 | 71.91% |
| March 31, 2021 | 71.91% |
| February 28, 2021 | 71.91% |
| January 31, 2021 | 71.91% |
| December 31, 2020 | 71.91% |
| November 30, 2020 | 71.91% |
| October 31, 2020 | 71.91% |
| September 30, 2020 | 71.91% |
| August 31, 2020 | 71.91% |
| July 31, 2020 | 71.91% |
| June 30, 2020 | 71.91% |
| May 31, 2020 | 71.91% |
| April 30, 2020 | 71.91% |
| March 31, 2020 | 71.91% |
| February 29, 2020 | 41.18% |
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
3.88%
Minimum
Apr 2019
97.73%
Maximum
Mar 2024
72.19%
Average
73.91%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Mammoth Energy Services Inc | 98.55% |
| 1847 Holdings LLC | 99.95% |
| Harte-Hanks Inc | 98.06% |
| Matthews International Corp | 75.23% |
| Seaboard Corp | 43.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.86 |
| Beta (5Y) | 1.597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.7% |
| Historical Sharpe Ratio (5Y) | -0.3099 |
| Historical Sortino (5Y) | -0.7801 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.32% |