Vertiv Holdings Co (VRT)
78.64
+2.57
(+3.38%)
USD |
NYSE |
Apr 23, 13:02
Vertiv Holdings Max Drawdown (5Y): 71.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 58.62% |
July 31, 2020 | 58.62% |
June 30, 2020 | 58.62% |
May 31, 2020 | 58.62% |
April 30, 2020 | 58.62% |
March 31, 2020 | 58.62% |
February 29, 2020 | 12.41% |
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
Apr 2019
71.24%
Maximum
Jun 2022
53.58%
Average
58.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Plug Power Inc | 96.69% |
Enovix Corp | -- |
Advanced Energy Industries Inc | 62.28% |
Ultralife Corp | 67.97% |
Ideal Power Inc | 98.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 29.50 |
Beta (5Y) | 1.587 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.06% |
Historical Sharpe Ratio (5Y) | 0.8801 |
Historical Sortino (5Y) | 1.289 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.17% |