Calix Inc (CALX)
27.88
+0.15
(+0.54%)
USD |
NYSE |
May 01, 16:00
27.87
-0.01
(-0.04%)
Pre-Market: 20:00
Calix Max Drawdown (5Y): 65.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.32% |
| March 31, 2024 | 59.58% |
| February 29, 2024 | 59.58% |
| January 31, 2024 | 59.58% |
| December 31, 2023 | 59.58% |
| November 30, 2023 | 59.58% |
| October 31, 2023 | 59.58% |
| September 30, 2023 | 59.58% |
| August 31, 2023 | 59.58% |
| July 31, 2023 | 59.58% |
| June 30, 2023 | 59.58% |
| May 31, 2023 | 59.58% |
| April 30, 2023 | 59.58% |
| March 31, 2023 | 59.58% |
| February 28, 2023 | 59.58% |
| January 31, 2023 | 59.58% |
| December 31, 2022 | 59.58% |
| November 30, 2022 | 59.58% |
| October 31, 2022 | 59.58% |
| September 30, 2022 | 59.58% |
| August 31, 2022 | 62.59% |
| July 31, 2022 | 62.59% |
| June 30, 2022 | 66.55% |
| May 31, 2022 | 66.55% |
| April 30, 2022 | 66.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.55% |
| February 28, 2022 | 66.55% |
| January 31, 2022 | 66.55% |
| December 31, 2021 | 66.55% |
| November 30, 2021 | 66.55% |
| October 31, 2021 | 66.55% |
| September 30, 2021 | 66.55% |
| August 31, 2021 | 66.55% |
| July 31, 2021 | 66.55% |
| June 30, 2021 | 66.55% |
| May 31, 2021 | 66.55% |
| April 30, 2021 | 66.55% |
| March 31, 2021 | 66.55% |
| February 28, 2021 | 69.80% |
| January 31, 2021 | 70.25% |
| December 31, 2020 | 70.25% |
| November 30, 2020 | 75.11% |
| October 31, 2020 | 75.11% |
| September 30, 2020 | 75.11% |
| August 31, 2020 | 75.11% |
| July 31, 2020 | 75.11% |
| June 30, 2020 | 75.11% |
| May 31, 2020 | 75.11% |
| April 30, 2020 | 75.11% |
| March 31, 2020 | 75.11% |
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
59.58%
Minimum
Sep 2022
75.11%
Maximum
May 2019
67.08%
Average
66.55%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Cadence Design Systems Inc | 32.12% |
| Intuit Inc | 49.01% |
| Digital Turbine Inc | 98.11% |
| BlackLine Inc | 68.03% |
| Uber Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.01 |
| Beta (5Y) | 1.724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.32% |
| Historical Sharpe Ratio (5Y) | 0.4772 |
| Historical Sortino (5Y) | 1.006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.98% |