Veritex Holdings Inc (VBTX)
29.51
+0.14
(+0.48%)
USD |
NASDAQ |
Nov 22, 09:37
Veritex Holdings Max Drawdown (5Y): 66.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.38% |
September 30, 2024 | 66.38% |
August 31, 2024 | 66.38% |
July 31, 2024 | 66.38% |
June 30, 2024 | 66.38% |
May 31, 2024 | 66.38% |
April 30, 2024 | 66.38% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
66.38%
Maximum
Mar 2020
64.45%
Average
66.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ameris Bancorp | 67.21% |
First Horizon Corp | 64.20% |
Fifth Third Bancorp | 64.07% |
JPMorgan Chase & Co | 43.62% |
FB Financial Corp | 65.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.96 |
Beta (5Y) | 1.367 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.88% |
Historical Sharpe Ratio (5Y) | 0.0613 |
Historical Sortino (5Y) | 0.0761 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |