Virtu Financial Inc (VIRT)
37.83
+0.84
(+2.27%)
USD |
NASDAQ |
Nov 21, 16:00
37.83
0.00 (0.00%)
After-Hours: 20:00
Virtu Financial Max Drawdown (5Y): 56.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.23% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.23% |
| August 31, 2022 | 56.23% |
| July 31, 2022 | 56.23% |
| June 30, 2022 | 56.23% |
| May 31, 2022 | 56.23% |
| April 30, 2022 | 56.23% |
| March 31, 2022 | 56.23% |
| February 28, 2022 | 56.23% |
| January 31, 2022 | 56.23% |
| December 31, 2021 | 56.23% |
| November 30, 2021 | 56.23% |
| October 31, 2021 | 56.23% |
| September 30, 2021 | 56.23% |
| August 31, 2021 | 56.23% |
| July 31, 2021 | 56.23% |
| June 30, 2021 | 56.23% |
| May 31, 2021 | 56.23% |
| April 30, 2021 | 56.23% |
| March 31, 2021 | 56.23% |
| February 28, 2021 | 56.23% |
| January 31, 2021 | 56.23% |
| December 31, 2020 | 56.23% |
| November 30, 2020 | 56.23% |
| October 31, 2020 | 56.23% |
| September 30, 2020 | 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
55.41%
Minimum
Nov 2019
56.23%
Maximum
Jan 2020
56.20%
Average
56.23%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
| MarketAxess Holdings Inc | 66.14% |
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| Siebert Financial Corp | 94.06% |
| Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.47 |
| Beta (5Y) | 0.3772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.34% |
| Historical Sharpe Ratio (5Y) | 0.4341 |
| Historical Sortino (5Y) | 0.7759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.42% |