Value Line Inc (VALU)
48.18
-0.17
(-0.35%)
USD |
NASDAQ |
Nov 01, 16:00
47.68
-0.50
(-1.04%)
After-Hours: 20:00
Value Line Max Drawdown (5Y): 67.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.14% |
| September 30, 2024 | 67.14% |
| August 31, 2024 | 67.14% |
| July 31, 2024 | 67.14% |
| June 30, 2024 | 67.14% |
| May 31, 2024 | 67.14% |
| April 30, 2024 | 67.14% |
| March 31, 2024 | 67.14% |
| February 29, 2024 | 67.14% |
| January 31, 2024 | 67.14% |
| December 31, 2023 | 67.14% |
| November 30, 2023 | 67.14% |
| October 31, 2023 | 67.14% |
| September 30, 2023 | 58.17% |
| August 31, 2023 | 58.17% |
| July 31, 2023 | 58.17% |
| June 30, 2023 | 58.17% |
| May 31, 2023 | 58.17% |
| April 30, 2023 | 58.17% |
| March 31, 2023 | 58.17% |
| February 28, 2023 | 58.17% |
| January 31, 2023 | 58.17% |
| December 31, 2022 | 58.17% |
| November 30, 2022 | 56.59% |
| October 31, 2022 | 56.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.59% |
| August 31, 2022 | 40.29% |
| July 31, 2022 | 40.29% |
| June 30, 2022 | 40.29% |
| May 31, 2022 | 36.24% |
| April 30, 2022 | 36.24% |
| March 31, 2022 | 36.24% |
| February 28, 2022 | 36.24% |
| January 31, 2022 | 36.24% |
| December 31, 2021 | 36.24% |
| November 30, 2021 | 36.24% |
| October 31, 2021 | 36.24% |
| September 30, 2021 | 36.24% |
| August 31, 2021 | 36.24% |
| July 31, 2021 | 36.24% |
| June 30, 2021 | 36.24% |
| May 31, 2021 | 36.24% |
| April 30, 2021 | 36.24% |
| March 31, 2021 | 36.24% |
| February 28, 2021 | 36.24% |
| January 31, 2021 | 36.24% |
| December 31, 2020 | 36.24% |
| November 30, 2020 | 36.24% |
| October 31, 2020 | 36.24% |
| September 30, 2020 | 36.24% |
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
35.96%
Minimum
May 2020
67.14%
Maximum
Oct 2023
47.99%
Average
38.38%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CME Group Inc | 37.34% |
| Morningstar Inc | 49.91% |
| Nasdaq Inc | 38.28% |
| Cboe Global Markets Inc | 43.22% |
| Coinbase Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.639 |
| Beta (5Y) | 0.8468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.60% |
| Historical Sharpe Ratio (5Y) | 0.4292 |
| Historical Sortino (5Y) | 0.7338 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.44% |