Verint Systems Inc (VRNT)
29.10
-0.03
(-0.10%)
USD |
NASDAQ |
Apr 18, 16:00
29.08
-0.02
(-0.07%)
After-Hours: 20:00
Verint Systems Max Drawdown (5Y): 66.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.82% |
| February 29, 2024 | 66.82% |
| January 31, 2024 | 66.82% |
| December 31, 2023 | 66.82% |
| November 30, 2023 | 66.82% |
| October 31, 2023 | 66.82% |
| September 30, 2023 | 58.76% |
| August 31, 2023 | 49.12% |
| July 31, 2023 | 49.12% |
| June 30, 2023 | 49.12% |
| May 31, 2023 | 49.12% |
| April 30, 2023 | 49.12% |
| March 31, 2023 | 49.12% |
| February 28, 2023 | 49.12% |
| January 31, 2023 | 49.12% |
| December 31, 2022 | 49.12% |
| November 30, 2022 | 49.12% |
| October 31, 2022 | 49.12% |
| September 30, 2022 | 49.12% |
| August 31, 2022 | 49.12% |
| July 31, 2022 | 49.12% |
| June 30, 2022 | 49.12% |
| May 31, 2022 | 49.12% |
| April 30, 2022 | 49.12% |
| March 31, 2022 | 49.12% |
| Date | Value |
|---|---|
| February 28, 2022 | 49.12% |
| January 31, 2022 | 49.12% |
| December 31, 2021 | 49.12% |
| November 30, 2021 | 49.12% |
| October 31, 2021 | 49.12% |
| September 30, 2021 | 49.12% |
| August 31, 2021 | 49.12% |
| July 31, 2021 | 49.12% |
| June 30, 2021 | 49.12% |
| May 31, 2021 | 49.25% |
| April 30, 2021 | 51.86% |
| March 31, 2021 | 51.95% |
| February 28, 2021 | 51.95% |
| January 31, 2021 | 51.95% |
| December 31, 2020 | 51.95% |
| November 30, 2020 | 54.14% |
| October 31, 2020 | 54.14% |
| September 30, 2020 | 54.14% |
| August 31, 2020 | 54.14% |
| July 31, 2020 | 54.14% |
| June 30, 2020 | 54.14% |
| May 31, 2020 | 54.14% |
| April 30, 2020 | 54.14% |
| March 31, 2020 | 54.14% |
| February 29, 2020 | 54.14% |
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
49.12%
Minimum
Jun 2021
66.82%
Maximum
Oct 2023
52.96%
Average
51.95%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| PaySign Inc | 93.09% |
| Rekor Systems Inc | 97.64% |
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.10 |
| Beta (5Y) | 1.21 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.66% |
| Historical Sharpe Ratio (5Y) | -0.0074 |
| Historical Sortino (5Y) | -0.0104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.43% |