Virgin Galactic Holdings Inc (SPCE)
6.875
+0.46
(+7.09%)
USD |
NYSE |
Nov 05, 16:00
6.87
0.00 (0.00%)
After-Hours: 19:04
Virgin Galactic Holdings Max Drawdown (5Y): 99.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.56% |
September 30, 2024 | 99.56% |
August 31, 2024 | 99.56% |
July 31, 2024 | 99.46% |
June 30, 2024 | 99.29% |
May 31, 2024 | 98.73% |
April 30, 2024 | 98.73% |
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% |
Date | Value |
---|---|
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% |
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% |
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
38.76%
Minimum
Nov 2019
99.56%
Maximum
Aug 2024
83.04%
Average
89.77%
Median
Max Drawdown (5Y) Benchmarks
Air T Inc | 68.02% |
Harte-Hanks Inc | 98.06% |
Seaboard Corp | 43.33% |
Planet Green Holdings Corp | 96.62% |
1847 Holdings LLC | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -74.27 |
Beta (5Y) | 1.690 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.9% |
Historical Sharpe Ratio (5Y) | -0.4646 |
Historical Sortino (5Y) | -1.144 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.16% |