Verra Mobility Corp (VRRM)
23.03
+0.23
(+1.01%)
USD |
NASDAQ |
Nov 05, 14:45
Verra Mobility Max Drawdown (5Y): 65.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.65% |
| September 30, 2024 | 65.65% |
| August 31, 2024 | 65.65% |
| July 31, 2024 | 65.65% |
| June 30, 2024 | 65.65% |
| May 31, 2024 | 65.65% |
| April 30, 2024 | 65.65% |
| March 31, 2024 | 65.65% |
| February 29, 2024 | 65.65% |
| January 31, 2024 | 65.65% |
| December 31, 2023 | 65.65% |
| November 30, 2023 | 65.65% |
| October 31, 2023 | 65.65% |
| September 30, 2023 | 65.65% |
| August 31, 2023 | 65.65% |
| July 31, 2023 | 65.65% |
| June 30, 2023 | 65.65% |
| May 31, 2023 | 65.65% |
| April 30, 2023 | 65.65% |
| March 31, 2023 | 65.65% |
| February 28, 2023 | 65.65% |
| January 31, 2023 | 65.65% |
| December 31, 2022 | 65.65% |
| November 30, 2022 | 65.65% |
| October 31, 2022 | 65.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.65% |
| August 31, 2022 | 65.65% |
| July 31, 2022 | 65.65% |
| June 30, 2022 | 65.65% |
| May 31, 2022 | 65.65% |
| April 30, 2022 | 65.65% |
| March 31, 2022 | 65.65% |
| February 28, 2022 | 65.65% |
| January 31, 2022 | 65.65% |
| December 31, 2021 | 65.65% |
| November 30, 2021 | 65.65% |
| October 31, 2021 | 65.65% |
| September 30, 2021 | 65.65% |
| August 31, 2021 | 65.65% |
| July 31, 2021 | 65.65% |
| June 30, 2021 | 65.65% |
| May 31, 2021 | 65.65% |
| April 30, 2021 | 65.65% |
| March 31, 2021 | 65.65% |
| February 28, 2021 | 65.65% |
| January 31, 2021 | 65.65% |
| December 31, 2020 | 65.65% |
| November 30, 2020 | 65.65% |
| October 31, 2020 | 65.65% |
| September 30, 2020 | 65.65% |
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
18.77%
Minimum
Nov 2019
65.65%
Maximum
Mar 2020
62.52%
Average
65.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mobile Infrastructure Corp | -- |
| Team Inc | 98.42% |
| Xometry Inc | -- |
| LegalZoom.com Inc | -- |
| UL Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.222 |
| Beta (5Y) | 1.275 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.54% |
| Historical Sharpe Ratio (5Y) | 0.2463 |
| Historical Sortino (5Y) | 0.2727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |