Vince Holding Corp (VNCE)
2.95
+0.02
(+0.68%)
USD |
NYSE |
Apr 18, 16:00
2.98
+0.03
(+1.02%)
After-Hours: 20:00
Vince Max Drawdown (5Y): 97.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.74% |
| February 29, 2024 | 97.74% |
| January 31, 2024 | 97.74% |
| December 31, 2023 | 97.74% |
| November 30, 2023 | 97.74% |
| October 31, 2023 | 97.74% |
| September 30, 2023 | 97.74% |
| August 31, 2023 | 97.74% |
| July 31, 2023 | 97.74% |
| June 30, 2023 | 97.74% |
| May 31, 2023 | 97.74% |
| April 30, 2023 | 97.74% |
| March 31, 2023 | 97.74% |
| February 28, 2023 | 97.74% |
| January 31, 2023 | 97.74% |
| December 31, 2022 | 97.74% |
| November 30, 2022 | 98.04% |
| October 31, 2022 | 98.34% |
| September 30, 2022 | 98.70% |
| August 31, 2022 | 99.09% |
| July 31, 2022 | 99.09% |
| June 30, 2022 | 99.09% |
| May 31, 2022 | 99.09% |
| April 30, 2022 | 99.09% |
| March 31, 2022 | 99.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.14% |
| January 31, 2022 | 99.14% |
| December 31, 2021 | 99.14% |
| November 30, 2021 | 99.14% |
| October 31, 2021 | 99.14% |
| September 30, 2021 | 99.14% |
| August 31, 2021 | 99.14% |
| July 31, 2021 | 99.14% |
| June 30, 2021 | 99.14% |
| May 31, 2021 | 99.14% |
| April 30, 2021 | 99.14% |
| March 31, 2021 | 99.14% |
| February 28, 2021 | 99.14% |
| January 31, 2021 | 99.14% |
| December 31, 2020 | 99.14% |
| November 30, 2020 | 99.14% |
| October 31, 2020 | 99.14% |
| September 30, 2020 | 99.14% |
| August 31, 2020 | 99.14% |
| July 31, 2020 | 99.14% |
| June 30, 2020 | 99.14% |
| May 31, 2020 | 99.14% |
| April 30, 2020 | 99.14% |
| March 31, 2020 | 99.14% |
| February 29, 2020 | 99.14% |
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
97.74%
Minimum
Dec 2022
99.14%
Maximum
Apr 2019
98.72%
Average
99.14%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Commercial Vehicle Group Inc | 90.48% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.10 |
| Beta (5Y) | 1.732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.8% |
| Historical Sharpe Ratio (5Y) | -0.2387 |
| Historical Sortino (5Y) | -0.5535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.07% |