Virgin Galactic Holdings Inc (SPCE)
7.15
+0.43
(+6.40%)
USD |
NYSE |
Nov 22, 16:00
7.20
+0.05
(+0.70%)
Pre-Market: 20:00
Virgin Galactic Holdings 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Air T Inc | 68.02% |
| Harte-Hanks Inc | 98.37% |
| Seaboard Corp | 43.33% |
| Planet Green Holdings Corp | 96.88% |
| 1847 Holdings LLC | -- |
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% |