Veritex Holdings Inc (VBTX)
20.20
-0.20
(-0.98%)
USD |
NASDAQ |
Apr 26, 16:00
20.20
0.00 (0.00%)
After-Hours: 20:00
Veritex Holdings Max Drawdown (5Y): 66.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.38% |
February 29, 2024 | 66.38% |
January 31, 2024 | 66.38% |
December 31, 2023 | 66.38% |
November 30, 2023 | 66.38% |
October 31, 2023 | 66.38% |
September 30, 2023 | 66.38% |
August 31, 2023 | 66.38% |
July 31, 2023 | 66.38% |
June 30, 2023 | 66.38% |
May 31, 2023 | 66.38% |
April 30, 2023 | 66.38% |
March 31, 2023 | 66.38% |
February 28, 2023 | 66.38% |
January 31, 2023 | 66.38% |
December 31, 2022 | 66.38% |
November 30, 2022 | 66.38% |
October 31, 2022 | 66.38% |
September 30, 2022 | 66.38% |
August 31, 2022 | 66.38% |
July 31, 2022 | 66.38% |
June 30, 2022 | 66.38% |
May 31, 2022 | 66.38% |
April 30, 2022 | 66.38% |
March 31, 2022 | 66.38% |
Date | Value |
---|---|
February 28, 2022 | 66.38% |
January 31, 2022 | 66.38% |
December 31, 2021 | 66.38% |
November 30, 2021 | 66.38% |
October 31, 2021 | 66.38% |
September 30, 2021 | 66.38% |
August 31, 2021 | 66.38% |
July 31, 2021 | 66.38% |
June 30, 2021 | 66.38% |
May 31, 2021 | 66.38% |
April 30, 2021 | 66.38% |
March 31, 2021 | 66.38% |
February 28, 2021 | 66.38% |
January 31, 2021 | 66.38% |
December 31, 2020 | 66.38% |
November 30, 2020 | 66.38% |
October 31, 2020 | 66.38% |
September 30, 2020 | 66.38% |
August 31, 2020 | 66.38% |
July 31, 2020 | 66.38% |
June 30, 2020 | 66.38% |
May 31, 2020 | 66.38% |
April 30, 2020 | 66.38% |
March 31, 2020 | 66.38% |
February 29, 2020 | 37.39% |
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
37.39%
Minimum
Apr 2019
66.38%
Maximum
Mar 2020
61.07%
Average
66.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Old National Bancorp | 40.76% |
Zions Bancorp NA | 72.22% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.98 |
Beta (5Y) | 1.345 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.57% |
Historical Sharpe Ratio (5Y) | -0.0557 |
Historical Sortino (5Y) | -0.0701 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |