Victory Capital Holdings Inc (VCTR)
68.50
+2.23
(+3.36%)
USD |
NASDAQ |
Nov 21, 16:00
68.52
+0.02
(+0.03%)
After-Hours: 20:00
Victory Capital 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
| BrightSphere Investment Group Inc | 78.21% |
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.41 |
| Beta (5Y) | 0.9014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.32% |
| Historical Sharpe Ratio (5Y) | 0.9618 |
| Historical Sortino (5Y) | 1.389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |