Vector Group Ltd (VGR)
14.99
0.00 (0.00%)
USD |
NYSE |
Oct 07, 16:00
Vector Group Max Drawdown (5Y): 39.22% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 39.22% |
| August 31, 2024 | 39.22% |
| July 31, 2024 | 39.22% |
| June 30, 2024 | 39.22% |
| May 31, 2024 | 39.22% |
| April 30, 2024 | 43.92% |
| March 31, 2024 | 46.23% |
| February 29, 2024 | 49.23% |
| January 31, 2024 | 49.23% |
| December 31, 2023 | 49.23% |
| November 30, 2023 | 49.23% |
| October 31, 2023 | 49.23% |
| September 30, 2023 | 49.92% |
| August 31, 2023 | 49.92% |
| July 31, 2023 | 49.92% |
| June 30, 2023 | 49.92% |
| May 31, 2023 | 49.92% |
| April 30, 2023 | 49.92% |
| March 31, 2023 | 49.92% |
| February 28, 2023 | 49.92% |
| January 31, 2023 | 49.92% |
| December 31, 2022 | 49.92% |
| November 30, 2022 | 49.92% |
| October 31, 2022 | 49.92% |
| September 30, 2022 | 49.92% |
| Date | Value |
|---|---|
| August 31, 2022 | 49.92% |
| July 31, 2022 | 49.92% |
| June 30, 2022 | 49.92% |
| May 31, 2022 | 49.92% |
| April 30, 2022 | 49.92% |
| March 31, 2022 | 49.92% |
| February 28, 2022 | 49.92% |
| January 31, 2022 | 49.92% |
| December 31, 2021 | 49.92% |
| November 30, 2021 | 49.92% |
| October 31, 2021 | 49.92% |
| September 30, 2021 | 49.92% |
| August 31, 2021 | 49.92% |
| July 31, 2021 | 49.92% |
| June 30, 2021 | 49.92% |
| May 31, 2021 | 49.92% |
| April 30, 2021 | 49.92% |
| March 31, 2021 | 49.92% |
| February 28, 2021 | 49.92% |
| January 31, 2021 | 49.92% |
| December 31, 2020 | 49.92% |
| November 30, 2020 | 49.92% |
| October 31, 2020 | 49.92% |
| September 30, 2020 | 49.92% |
| August 31, 2020 | 49.92% |
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
39.22%
Minimum
May 2024
49.92%
Maximum
Nov 2019
48.79%
Average
49.92%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Altria Group Inc | 53.62% |
| Philip Morris International Inc | 42.75% |
| Hims & Hers Health Inc | 87.29% |
| Acme United Corp | 52.48% |
| Kaival Brands Innovations Group Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.356 |
| Beta (5Y) | 1.036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.94% |
| Historical Sharpe Ratio (5Y) | 0.5752 |
| Historical Sortino (5Y) | 0.9951 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.47% |