Virtus Investment Partners Inc (VRTS)
250.70
+4.33
(+1.76%)
USD |
NYSE |
Dec 04, 16:00
250.70
0.00 (0.00%)
After-Hours: 20:00
Virtus Investment Partners Max Drawdown (5Y): 58.70% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 58.70% |
| October 31, 2024 | 58.70% |
| September 30, 2024 | 58.70% |
| August 31, 2024 | 58.70% |
| July 31, 2024 | 58.70% |
| June 30, 2024 | 58.70% |
| May 31, 2024 | 58.70% |
| April 30, 2024 | 58.70% |
| March 31, 2024 | 58.70% |
| February 29, 2024 | 58.70% |
| January 31, 2024 | 58.70% |
| December 31, 2023 | 62.13% |
| November 30, 2023 | 66.31% |
| October 31, 2023 | 66.31% |
| September 30, 2023 | 66.31% |
| August 31, 2023 | 66.31% |
| July 31, 2023 | 66.31% |
| June 30, 2023 | 66.31% |
| May 31, 2023 | 66.31% |
| April 30, 2023 | 66.31% |
| March 31, 2023 | 66.31% |
| February 28, 2023 | 66.31% |
| January 31, 2023 | 66.31% |
| December 31, 2022 | 66.31% |
| November 30, 2022 | 66.31% |
| Date | Value |
|---|---|
| October 31, 2022 | 66.31% |
| September 30, 2022 | 66.31% |
| August 31, 2022 | 66.31% |
| July 31, 2022 | 66.31% |
| June 30, 2022 | 66.31% |
| May 31, 2022 | 66.31% |
| April 30, 2022 | 66.31% |
| March 31, 2022 | 66.31% |
| February 28, 2022 | 66.31% |
| January 31, 2022 | 66.31% |
| December 31, 2021 | 66.31% |
| November 30, 2021 | 66.31% |
| October 31, 2021 | 66.31% |
| September 30, 2021 | 66.31% |
| August 31, 2021 | 66.31% |
| July 31, 2021 | 66.31% |
| June 30, 2021 | 70.30% |
| May 31, 2021 | 70.70% |
| April 30, 2021 | 70.70% |
| March 31, 2021 | 72.31% |
| February 28, 2021 | 72.31% |
| January 31, 2021 | 72.31% |
| December 31, 2020 | 72.31% |
| November 30, 2020 | 72.31% |
| October 31, 2020 | 72.31% |
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
58.70%
Minimum
Jan 2024
72.31%
Maximum
Dec 2019
66.66%
Average
66.31%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.695 |
| Beta (5Y) | 1.462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.54% |
| Historical Sharpe Ratio (5Y) | 0.3956 |
| Historical Sortino (5Y) | 0.5603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |