Valvoline Inc (VVV)
42.25
+0.42
(+1.00%)
USD |
NYSE |
Apr 23, 16:00
42.23
-0.02
(-0.05%)
After-Hours: 20:00
Valvoline Max Drawdown (5Y): 62.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.45% |
February 29, 2024 | 62.45% |
January 31, 2024 | 62.45% |
December 31, 2023 | 62.45% |
November 30, 2023 | 62.45% |
October 31, 2023 | 62.45% |
September 30, 2023 | 62.45% |
August 31, 2023 | 62.45% |
July 31, 2023 | 62.45% |
June 30, 2023 | 62.45% |
May 31, 2023 | 62.45% |
April 30, 2023 | 62.45% |
March 31, 2023 | 62.45% |
February 28, 2023 | 62.45% |
January 31, 2023 | 62.45% |
December 31, 2022 | 62.45% |
November 30, 2022 | 62.45% |
October 31, 2022 | 62.45% |
September 30, 2022 | 62.45% |
August 31, 2022 | 62.45% |
July 31, 2022 | 62.45% |
June 30, 2022 | 62.45% |
May 31, 2022 | 62.45% |
April 30, 2022 | 62.45% |
March 31, 2022 | 62.45% |
Date | Value |
---|---|
February 28, 2022 | 62.45% |
January 31, 2022 | 62.45% |
December 31, 2021 | 62.45% |
November 30, 2021 | 62.45% |
October 31, 2021 | 62.45% |
September 30, 2021 | 62.45% |
August 31, 2021 | 62.45% |
July 31, 2021 | 62.45% |
June 30, 2021 | 62.45% |
May 31, 2021 | 62.45% |
April 30, 2021 | 62.45% |
March 31, 2021 | 62.45% |
February 28, 2021 | 62.45% |
January 31, 2021 | 62.45% |
December 31, 2020 | 62.45% |
November 30, 2020 | 62.45% |
October 31, 2020 | 62.45% |
September 30, 2020 | 62.45% |
August 31, 2020 | 62.45% |
July 31, 2020 | 62.45% |
June 30, 2020 | 62.45% |
May 31, 2020 | 62.45% |
April 30, 2020 | 62.45% |
March 31, 2020 | 62.45% |
February 29, 2020 | 30.75% |
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
28.42%
Minimum
Apr 2019
62.45%
Maximum
Mar 2020
56.60%
Average
62.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ChampionX Corp | 93.37% |
Dril-Quip Inc | 72.22% |
Geospace Technologies Corp | 80.96% |
Superior Drilling Products Inc | 94.66% |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0311 |
Beta (5Y) | 1.441 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.12% |
Historical Sharpe Ratio (5Y) | 0.5365 |
Historical Sortino (5Y) | 0.7191 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |