VSE Corp (VSEC)
103.04
-0.29
(-0.28%)
USD |
NASDAQ |
Nov 04, 16:00
103.13
+0.09
(+0.09%)
After-Hours: 20:00
VSE Max Drawdown (5Y): 76.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.09% |
| September 30, 2024 | 76.09% |
| August 31, 2024 | 76.09% |
| July 31, 2024 | 76.09% |
| June 30, 2024 | 76.09% |
| May 31, 2024 | 76.09% |
| April 30, 2024 | 76.09% |
| March 31, 2024 | 76.09% |
| February 29, 2024 | 76.09% |
| January 31, 2024 | 76.09% |
| December 31, 2023 | 76.09% |
| November 30, 2023 | 76.09% |
| October 31, 2023 | 76.09% |
| September 30, 2023 | 76.09% |
| August 31, 2023 | 76.09% |
| July 31, 2023 | 76.09% |
| June 30, 2023 | 76.09% |
| May 31, 2023 | 76.09% |
| April 30, 2023 | 76.09% |
| March 31, 2023 | 76.09% |
| February 28, 2023 | 76.09% |
| January 31, 2023 | 76.09% |
| December 31, 2022 | 76.09% |
| November 30, 2022 | 76.09% |
| October 31, 2022 | 76.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.09% |
| August 31, 2022 | 76.09% |
| July 31, 2022 | 76.09% |
| June 30, 2022 | 76.09% |
| May 31, 2022 | 76.09% |
| April 30, 2022 | 76.09% |
| March 31, 2022 | 76.09% |
| February 28, 2022 | 76.09% |
| January 31, 2022 | 76.09% |
| December 31, 2021 | 76.09% |
| November 30, 2021 | 76.09% |
| October 31, 2021 | 76.09% |
| September 30, 2021 | 76.09% |
| August 31, 2021 | 76.09% |
| July 31, 2021 | 76.09% |
| June 30, 2021 | 76.09% |
| May 31, 2021 | 76.09% |
| April 30, 2021 | 76.09% |
| March 31, 2021 | 76.09% |
| February 28, 2021 | 76.09% |
| January 31, 2021 | 76.09% |
| December 31, 2020 | 76.09% |
| November 30, 2020 | 76.09% |
| October 31, 2020 | 76.09% |
| September 30, 2020 | 76.09% |
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
58.66%
Minimum
Nov 2019
76.09%
Maximum
Mar 2020
74.92%
Average
76.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Curtiss-Wright Corp | 48.73% |
| Graham Corp | 74.81% |
| AAR Corp | 81.77% |
| Astronics Corp | 87.10% |
| Woodward Inc | 60.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2894 |
| Beta (5Y) | 1.560 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.04% |
| Historical Sharpe Ratio (5Y) | 0.4437 |
| Historical Sortino (5Y) | 0.6728 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.75% |