Vertiv Holdings Co (VRT)
141.49
+3.95
(+2.87%)
USD |
NYSE |
Nov 21, 16:00
141.61
+0.12
(+0.08%)
Pre-Market: 08:54
Vertiv Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Emerson Electric Co | 50.76% |
| Thermon Group Holdings Inc | 63.47% |
| Advanced Energy Industries Inc | 62.28% |
| Plug Power Inc | 97.80% |
| Ultralife Corp | 67.97% |
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% |