VirnetX Holding Corp (VHC)
5.15
+0.14
(+2.79%)
USD |
NYSE |
Nov 22, 16:00
5.114
-0.04
(-0.70%)
After-Hours: 20:00
VirnetX Max Drawdown (5Y): 94.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.39% |
| September 30, 2024 | 94.39% |
| August 31, 2024 | 94.39% |
| July 31, 2024 | 94.39% |
| June 30, 2024 | 94.39% |
| May 31, 2024 | 94.39% |
| April 30, 2024 | 94.39% |
| March 31, 2024 | 94.39% |
| February 29, 2024 | 94.39% |
| January 31, 2024 | 94.39% |
| December 31, 2023 | 94.39% |
| November 30, 2023 | 94.39% |
| October 31, 2023 | 93.68% |
| September 30, 2023 | 91.95% |
| August 31, 2023 | 89.98% |
| July 31, 2023 | 88.88% |
| June 30, 2023 | 88.88% |
| May 31, 2023 | 88.88% |
| April 30, 2023 | 91.16% |
| March 31, 2023 | 91.16% |
| February 28, 2023 | 91.16% |
| January 31, 2023 | 91.16% |
| December 31, 2022 | 91.16% |
| November 30, 2022 | 91.16% |
| October 31, 2022 | 91.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.16% |
| August 31, 2022 | 91.16% |
| July 31, 2022 | 91.16% |
| June 30, 2022 | 91.16% |
| May 31, 2022 | 91.16% |
| April 30, 2022 | 92.59% |
| March 31, 2022 | 94.81% |
| February 28, 2022 | 95.43% |
| January 31, 2022 | 95.43% |
| December 31, 2021 | 95.43% |
| November 30, 2021 | 95.43% |
| October 31, 2021 | 95.43% |
| September 30, 2021 | 95.43% |
| August 31, 2021 | 95.43% |
| July 31, 2021 | 95.43% |
| June 30, 2021 | 95.43% |
| May 31, 2021 | 95.43% |
| April 30, 2021 | 95.43% |
| March 31, 2021 | 95.43% |
| February 28, 2021 | 95.43% |
| January 31, 2021 | 95.43% |
| December 31, 2020 | 95.43% |
| November 30, 2020 | 95.43% |
| October 31, 2020 | 95.43% |
| September 30, 2020 | 95.43% |
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
88.88%
Minimum
May 2023
95.43%
Maximum
Nov 2019
93.81%
Average
94.39%
Median
Nov 2023
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.17 |
| Beta (5Y) | 1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.72% |
| Historical Sharpe Ratio (5Y) | -0.4246 |
| Historical Sortino (5Y) | -0.9049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.77% |