Virtu Financial Inc (VIRT)

35.40 +0.84 (+2.43%) USD  |  NASDAQ  |  Dec 20, 16:00
35.43 +0.03 (+0.08%) After-Hours: 20:00
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Virtu Financial Max Drawdown (5Y): 56.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 14.33
Beta (5Y) 0.4315
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.52%
Historical Sharpe Ratio (5Y) 0.5658
Historical Sortino (5Y) 1.006
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.42%