Victory Capital Holdings Inc (VCTR)
60.90
+1.57
(+2.65%)
USD |
NASDAQ |
Nov 05, 16:00
60.90
0.00 (0.00%)
After-Hours: 16:27
Victory Capital Holdings Max Drawdown (5Y): 45.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.24% |
| September 30, 2024 | 45.24% |
| August 31, 2024 | 45.24% |
| July 31, 2024 | 45.24% |
| June 30, 2024 | 45.24% |
| May 31, 2024 | 45.24% |
| April 30, 2024 | 45.24% |
| March 31, 2024 | 45.24% |
| February 29, 2024 | 45.24% |
| January 31, 2024 | 45.24% |
| December 31, 2023 | 45.24% |
| November 30, 2023 | 45.24% |
| October 31, 2023 | 45.24% |
| September 30, 2023 | 45.24% |
| August 31, 2023 | 45.24% |
| July 31, 2023 | 45.24% |
| June 30, 2023 | 45.24% |
| May 31, 2023 | 45.24% |
| April 30, 2023 | 45.24% |
| March 31, 2023 | 45.24% |
| February 28, 2023 | 45.24% |
| January 31, 2023 | 45.24% |
| December 31, 2022 | 45.24% |
| November 30, 2022 | 45.24% |
| October 31, 2022 | 45.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.24% |
| August 31, 2022 | 45.24% |
| July 31, 2022 | 45.24% |
| June 30, 2022 | 44.90% |
| May 31, 2022 | 44.90% |
| April 30, 2022 | 44.90% |
| March 31, 2022 | 44.90% |
| February 28, 2022 | 44.90% |
| January 31, 2022 | 44.90% |
| December 31, 2021 | 44.90% |
| November 30, 2021 | 44.90% |
| October 31, 2021 | 44.90% |
| September 30, 2021 | 44.90% |
| August 31, 2021 | 44.90% |
| July 31, 2021 | 44.90% |
| June 30, 2021 | 44.90% |
| May 31, 2021 | 44.90% |
| April 30, 2021 | 44.90% |
| March 31, 2021 | 44.90% |
| February 28, 2021 | 44.90% |
| January 31, 2021 | 44.90% |
| December 31, 2020 | 44.90% |
| November 30, 2020 | 44.90% |
| October 31, 2020 | 44.90% |
| September 30, 2020 | 44.90% |
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
43.61%
Minimum
Nov 2019
45.24%
Maximum
Jul 2022
44.97%
Average
44.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BrightSphere Investment Group Inc | 78.12% |
| 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% |