Comtech Telecommunications Corp (CMTL)
2.05
+0.18
(+9.63%)
USD |
NASDAQ |
Apr 26, 16:00
2.055
0.00 (0.00%)
After-Hours: 20:00
Comtech Telecommunications Max Drawdown (5Y): 91.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.05% |
| February 29, 2024 | 83.08% |
| January 31, 2024 | 81.90% |
| December 31, 2023 | 78.45% |
| November 30, 2023 | 77.02% |
| October 31, 2023 | 77.02% |
| September 30, 2023 | 76.02% |
| August 31, 2023 | 76.02% |
| July 31, 2023 | 76.02% |
| June 30, 2023 | 76.02% |
| May 31, 2023 | 76.02% |
| April 30, 2023 | 76.02% |
| March 31, 2023 | 76.02% |
| February 28, 2023 | 76.02% |
| January 31, 2023 | 76.02% |
| December 31, 2022 | 76.02% |
| November 30, 2022 | 76.02% |
| October 31, 2022 | 76.02% |
| September 30, 2022 | 76.02% |
| August 31, 2022 | 76.02% |
| July 31, 2022 | 76.02% |
| June 30, 2022 | 76.02% |
| May 31, 2022 | 68.95% |
| April 30, 2022 | 68.95% |
| March 31, 2022 | 68.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.95% |
| January 31, 2022 | 68.95% |
| December 31, 2021 | 68.95% |
| November 30, 2021 | 69.72% |
| October 31, 2021 | 69.81% |
| September 30, 2021 | 70.35% |
| August 31, 2021 | 73.25% |
| July 31, 2021 | 73.25% |
| June 30, 2021 | 73.25% |
| May 31, 2021 | 73.25% |
| April 30, 2021 | 73.25% |
| March 31, 2021 | 73.25% |
| February 28, 2021 | 73.25% |
| January 31, 2021 | 73.25% |
| December 31, 2020 | 73.25% |
| November 30, 2020 | 73.25% |
| October 31, 2020 | 73.25% |
| September 30, 2020 | 73.25% |
| August 31, 2020 | 73.25% |
| July 31, 2020 | 73.25% |
| June 30, 2020 | 73.25% |
| May 31, 2020 | 73.25% |
| April 30, 2020 | 73.25% |
| March 31, 2020 | 73.25% |
| February 29, 2020 | 73.25% |
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
68.95%
Minimum
Dec 2021
91.05%
Maximum
Mar 2024
74.21%
Average
73.25%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 58.53% |
| KVH Industries Inc | 70.84% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.56 |
| Beta (5Y) | 1.455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.61% |
| Historical Sharpe Ratio (5Y) | -0.5464 |
| Historical Sortino (5Y) | -0.8029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.41% |