Virtus Investment Partners Inc (VRTS)
228.28
-2.47
(-1.07%)
USD |
NYSE |
Apr 26, 13:14
Virtus Investment Partners Max Drawdown (5Y): 58.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.70% |
| February 29, 2024 | 58.70% |
| January 31, 2024 | 58.70% |
| December 31, 2023 | 58.70% |
| November 30, 2023 | 58.70% |
| October 31, 2023 | 62.13% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 66.31% |
| May 31, 2021 | 66.31% |
| April 30, 2021 | 70.30% |
| March 31, 2021 | 70.70% |
| February 28, 2021 | 70.70% |
| January 31, 2021 | 72.31% |
| December 31, 2020 | 72.31% |
| November 30, 2020 | 72.31% |
| October 31, 2020 | 72.31% |
| September 30, 2020 | 72.31% |
| August 31, 2020 | 72.31% |
| July 31, 2020 | 72.31% |
| June 30, 2020 | 72.31% |
| May 31, 2020 | 72.31% |
| April 30, 2020 | 72.31% |
| March 31, 2020 | 72.31% |
| February 29, 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
Nov 2023
72.31%
Maximum
Apr 2019
68.02%
Average
66.31%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| WisdomTree Inc | 91.14% |
| Affiliated Managers Group Inc | 79.57% |
| Artisan Partners Asset Management Inc | 51.05% |
| Diamond Hill Investment Group Inc | 57.66% |
| Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.849 |
| Beta (5Y) | 1.516 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.94% |
| Historical Sharpe Ratio (5Y) | 0.4923 |
| Historical Sortino (5Y) | 0.7033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.85% |