Vertiv Holdings Co (VRT)

120.04 +4.60 (+3.98%) USD  |  NYSE  |  Dec 20, 16:00
121.26 +1.22 (+1.02%) After-Hours: 20:00
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Vertiv Holdings Max Drawdown (5Y): 71.24% 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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Thermon Group Holdings Inc 63.47%
Advanced Energy Industries Inc 62.28%
Plug Power Inc 97.80%
Ultralife Corp 67.97%
Ideal Power Inc 98.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 41.86
Beta (5Y) 1.608
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 60.29%
Historical Sharpe Ratio (5Y) 1.051
Historical Sortino (5Y) 1.692
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.83%