VirTra Inc (VTSI)
13.20
+1.18
(+9.82%)
USD |
NASDAQ |
Apr 26, 16:00
13.20
0.00 (0.00%)
After-Hours: 20:00
VirTra Max Drawdown (5Y): 69.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 69.54% |
| February 29, 2024 | 69.54% |
| January 31, 2024 | 69.54% |
| December 31, 2023 | 69.54% |
| November 30, 2023 | 69.54% |
| October 31, 2023 | 69.54% |
| September 30, 2023 | 69.54% |
| August 31, 2023 | 69.54% |
| July 31, 2023 | 69.54% |
| June 30, 2023 | 69.54% |
| May 31, 2023 | 69.54% |
| April 30, 2023 | 69.54% |
| March 31, 2023 | 69.54% |
| February 28, 2023 | 68.36% |
| January 31, 2023 | 68.36% |
| December 31, 2022 | 68.36% |
| November 30, 2022 | 68.36% |
| October 31, 2022 | 68.36% |
| September 30, 2022 | 68.36% |
| August 31, 2022 | 68.36% |
| July 31, 2022 | 68.36% |
| June 30, 2022 | 68.36% |
| May 31, 2022 | 68.36% |
| April 30, 2022 | 68.36% |
| March 31, 2022 | 68.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.36% |
| January 31, 2022 | 68.36% |
| December 31, 2021 | 68.36% |
| November 30, 2021 | 68.36% |
| October 31, 2021 | 68.36% |
| September 30, 2021 | 68.36% |
| August 31, 2021 | 68.36% |
| July 31, 2021 | 68.36% |
| June 30, 2021 | 68.36% |
| May 31, 2021 | 68.36% |
| April 30, 2021 | 68.36% |
| March 31, 2021 | 68.36% |
| February 28, 2021 | 68.36% |
| January 31, 2021 | 68.36% |
| December 31, 2020 | 68.36% |
| November 30, 2020 | 68.36% |
| October 31, 2020 | 68.36% |
| September 30, 2020 | 68.36% |
| August 31, 2020 | 68.36% |
| July 31, 2020 | 68.36% |
| June 30, 2020 | 68.36% |
| May 31, 2020 | 68.36% |
| April 30, 2020 | 68.18% |
| March 31, 2020 | 68.18% |
| February 29, 2020 | 68.18% |
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
65.15%
Minimum
May 2019
69.54%
Maximum
Mar 2023
68.40%
Average
68.36%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Ault Alliance Inc | 100.00% |
| Smith & Wesson Brands Inc | 81.49% |
| Omega Flex Inc | 64.09% |
| Axon Enterprise Inc | 58.54% |
| VSE Corp | 76.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.844 |
| Beta (5Y) | 0.8472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.08% |
| Historical Sharpe Ratio (5Y) | 0.2552 |
| Historical Sortino (5Y) | 0.6771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.20% |