VNCE Vince Holdin...

Fundamental Data

Get detailed Fundamental insights of Vince Holding Corp. and compare it to the S&P500.
YTD Return
VNCE -42.20%
vs.
SPY +20.13%
1-Year Return
VNCE +9.29%
vs.
SPY +28.71%
3-Year Return
VNCE -29.38%
vs.
SPY +5.95%

Worst 10 Drawdowns of VNCE

Started Recovered Drawdown Days
Jan 13, 2015 Sep 19, 2024 -99.57% 3538
Jan 6, 2015 Jan 8, 2015 -6.18% 3

VNCE vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 19, 2024

Annual Return (%)

VNCE
S&P500
Metric VNCE S&P500
Cumulative Return -99.23% +177.94%
Compound Annual Growth Rate (CAGR) -29.24% +7.54%
Sharpe -0.14 0.68
Sortino -0.20 0.95
Max Drawdown -99.57% -34.1%
Longest Drawdown Days 3538 745
Volatility (ann.) 85.65% 17.83%
Correlation 27.52% -
R^2 0.08 -
Calmar -0.29 0.22
Skew 0.04 -0.55
Kurtosis 16.44 12.47
Expected Daily -0.2% +0.04%
Expected Monthly -4.07% +0.88%
Expected Yearly -38.52% +10.76%
Kelly Criterion -3.17% 5.16%
Risk of Ruin 0% 0%
Daily Value-at-Risk -8.92% -1.80%
Expected Shortfall (cVaR) -8.92% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 10 8
Gain/Pain Ratio -0.03 0.14
Gain/Pain (1M) -0.10 0.79
Payoff Ratio 1.00 0.93
Profit Factor 0.97 1.14
Outlier Win Ratio 3.29 14.45
Outlier Loss Ratio 2.64 11.77
MTD +8.11% +1.30%
3M +47.06% +4.10%
6M -40.83% +11.33%
Best Day +48.68% +9.06%
Worst Day -59.99% -10.94%
Best Month +176.80% +12.70%
Worst Month -64.07% -13.00%
Best Year +85.53% +28.79%
Worst Year -84.72% -19.48%
Avg. Drawdown -52.88% -1.83%
Avg. Drawdown Days 1770 22
Recovery Factor 1.18 3.45
Ulcer Index 0.91 0.08
Avg. Up Month +22.88% +3.84%
Avg. Down Month -19.70% -3.89%
Win Days 48.30% 54.39%
Win Month 44.44% 67.52%
Win Quarter 43.59% 76.92%
Win Year 30.00% 70.00%

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