VSE Corp (VSEC)

99.48 -2.50 (-2.45%) USD  |  NASDAQ  |  Dec 20, 16:00
99.53 +0.05 (+0.05%) After-Hours: 20:00
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VSE Max Drawdown (5Y): 76.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Curtiss-Wright Corp 48.73%
Sturm Ruger & Co Inc 49.81%
Conrad Industries Inc 73.77%
V2X Inc 50.21%
Cadre Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.159
Beta (5Y) 1.573
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.61%
Historical Sharpe Ratio (5Y) 0.4755
Historical Sortino (5Y) 0.7193
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.69%