Vertiv Holdings Co (VRT)
106.21
-0.69
(-0.65%)
USD |
NYSE |
Nov 04, 16:00
106.43
+0.22
(+0.21%)
Pre-Market: 04:31
Vertiv Holdings Max Drawdown (5Y): 71.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.24% |
| September 30, 2024 | 71.24% |
| August 31, 2024 | 71.24% |
| July 31, 2024 | 71.24% |
| June 30, 2024 | 71.24% |
| May 31, 2024 | 71.24% |
| April 30, 2024 | 71.24% |
| March 31, 2024 | 71.24% |
| February 29, 2024 | 71.24% |
| January 31, 2024 | 71.24% |
| December 31, 2023 | 71.24% |
| November 30, 2023 | 71.24% |
| October 31, 2023 | 71.24% |
| September 30, 2023 | 71.24% |
| August 31, 2023 | 71.24% |
| July 31, 2023 | 71.24% |
| June 30, 2023 | 71.24% |
| May 31, 2023 | 71.24% |
| April 30, 2023 | 71.24% |
| March 31, 2023 | 71.24% |
| February 28, 2023 | 71.24% |
| January 31, 2023 | 71.24% |
| December 31, 2022 | 71.24% |
| November 30, 2022 | 71.24% |
| October 31, 2022 | 71.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.24% |
| August 31, 2022 | 71.24% |
| July 31, 2022 | 71.24% |
| June 30, 2022 | 71.24% |
| May 31, 2022 | 64.83% |
| April 30, 2022 | 64.83% |
| March 31, 2022 | 64.83% |
| February 28, 2022 | 58.62% |
| January 31, 2022 | 58.62% |
| December 31, 2021 | 58.62% |
| November 30, 2021 | 58.62% |
| October 31, 2021 | 58.62% |
| September 30, 2021 | 58.62% |
| August 31, 2021 | 58.62% |
| July 31, 2021 | 58.62% |
| June 30, 2021 | 58.62% |
| May 31, 2021 | 58.62% |
| April 30, 2021 | 58.62% |
| March 31, 2021 | 58.62% |
| February 28, 2021 | 58.62% |
| January 31, 2021 | 58.62% |
| December 31, 2020 | 58.62% |
| November 30, 2020 | 58.62% |
| October 31, 2020 | 58.62% |
| September 30, 2020 | 58.62% |
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
3.38%
Minimum
Nov 2019
71.24%
Maximum
Jun 2022
61.50%
Average
64.83%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Emerson Electric Co | 50.76% |
| Advanced Energy Industries Inc | 62.28% |
| Plug Power Inc | 97.80% |
| Ultralife Corp | 67.97% |
| Ideal Power Inc | 98.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 37.77 |
| Beta (5Y) | 1.583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.14% |
| Historical Sharpe Ratio (5Y) | 0.9679 |
| Historical Sortino (5Y) | 1.555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.83% |