Virtu Financial, Inc. (VIRT)
59.30
-0.31
(-0.52%)
USD |
NYSE |
Nov 13, 16:00
59.30
0.00 (0.00%)
After-Hours: 19:59
Virtu Financial Max Drawdown (5Y) : 54.52% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 54.52% |
| September 30, 2026 | 54.52% |
| August 31, 2026 | 54.52% |
| July 31, 2026 | 54.52% |
| June 30, 2026 | 54.52% |
| May 31, 2026 | 54.52% |
| April 30, 2026 | 54.52% |
| March 31, 2026 | 54.52% |
| February 28, 2026 | 54.52% |
| January 31, 2026 | 54.52% |
| December 31, 2025 | 54.52% |
| November 30, 2025 | 54.52% |
| October 31, 2025 | 54.52% |
| September 30, 2025 | 54.52% |
| August 31, 2025 | 54.52% |
| July 31, 2025 | 54.52% |
| June 30, 2025 | 54.52% |
| May 31, 2025 | 54.52% |
| April 30, 2025 | 54.52% |
| March 31, 2025 | 54.52% |
| February 28, 2025 | 54.52% |
| January 31, 2025 | 54.52% |
| December 31, 2024 | 56.23% |
| November 30, 2024 | 56.23% |
| October 31, 2024 | 56.23% |
| Date | Value |
|---|---|
| September 30, 2024 | 56.23% |
| August 31, 2024 | 56.23% |
| July 31, 2024 | 56.23% |
| June 30, 2024 | 56.23% |
| May 31, 2024 | 56.23% |
| April 30, 2024 | 56.23% |
| March 31, 2024 | 56.23% |
| February 29, 2024 | 56.23% |
| January 31, 2024 | 56.23% |
| December 31, 2023 | 56.23% |
| November 30, 2023 | 56.23% |
| October 31, 2023 | 56.23% |
| September 30, 2023 | 56.23% |
| August 31, 2023 | 56.23% |
| July 31, 2023 | 56.23% |
| June 30, 2023 | 56.23% |
| May 31, 2023 | 56.23% |
| April 30, 2023 | 56.23% |
| March 31, 2023 | 56.23% |
| February 28, 2023 | 56.23% |
| January 31, 2023 | 56.23% |
| December 31, 2022 | 56.23% |
| November 30, 2022 | 56.23% |
| October 31, 2022 | 56.23% |
| September 30, 2022 | 56.23% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| The Charles Schwab Corp. | 49.70% |
| Robinhood Markets, Inc. | 90.21% |
| Piper Sandler Cos. | 42.21% |
| LPL Financial Holdings, Inc. | 33.18% |
| Interactive Brokers Group, Inc. | 38.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.42 |
| Beta (5Y) | 0.6768 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.92% |
| Historical Sharpe Ratio (5Y) | 0.4861 |
| Historical Sortino (5Y) | 0.8069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.01% |