VerifyMe Inc (VRME)
0.7988
-0.07
(-8.18%)
USD |
NASDAQ |
Mar 21, 16:00
0.8169
+0.02
(+2.27%)
After-Hours: 20:00
VerifyMe Max Drawdown (5Y): 98.94% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Compx International Inc | 43.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 99.14% |
| BIO-key International Inc | 99.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.17 |
| Beta (5Y) | 0.5066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.4% |
| Historical Sharpe Ratio (5Y) | -0.1952 |
| Historical Sortino (5Y) | -0.7538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.27% |