CommVault Systems Inc (CVLT)
104.62
+1.91
(+1.86%)
USD |
NASDAQ |
May 02, 16:00
104.75
+0.13
(+0.12%)
After-Hours: 20:00
CommVault Systems Max Drawdown (5Y): 61.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.24% |
March 31, 2024 | 61.24% |
February 29, 2024 | 61.24% |
January 31, 2024 | 61.24% |
December 31, 2023 | 61.24% |
November 30, 2023 | 61.24% |
October 31, 2023 | 61.24% |
September 30, 2023 | 61.24% |
August 31, 2023 | 61.24% |
July 31, 2023 | 61.24% |
June 30, 2023 | 61.24% |
May 31, 2023 | 61.24% |
April 30, 2023 | 61.24% |
March 31, 2023 | 61.24% |
February 28, 2023 | 61.24% |
January 31, 2023 | 61.24% |
December 31, 2022 | 61.24% |
November 30, 2022 | 61.24% |
October 31, 2022 | 61.24% |
September 30, 2022 | 61.24% |
August 31, 2022 | 61.24% |
July 31, 2022 | 61.24% |
June 30, 2022 | 61.24% |
May 31, 2022 | 61.24% |
April 30, 2022 | 61.24% |
Date | Value |
---|---|
March 31, 2022 | 61.24% |
February 28, 2022 | 61.24% |
January 31, 2022 | 61.24% |
December 31, 2021 | 61.24% |
November 30, 2021 | 61.24% |
October 31, 2021 | 61.24% |
September 30, 2021 | 61.24% |
August 31, 2021 | 61.24% |
July 31, 2021 | 61.24% |
June 30, 2021 | 61.24% |
May 31, 2021 | 61.24% |
April 30, 2021 | 61.24% |
March 31, 2021 | 61.24% |
February 28, 2021 | 61.24% |
January 31, 2021 | 61.24% |
December 31, 2020 | 61.24% |
November 30, 2020 | 61.82% |
October 31, 2020 | 66.00% |
September 30, 2020 | 66.00% |
August 31, 2020 | 66.00% |
July 31, 2020 | 66.00% |
June 30, 2020 | 66.00% |
May 31, 2020 | 66.00% |
April 30, 2020 | 66.00% |
March 31, 2020 | 66.00% |
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
61.24%
Minimum
Dec 2020
66.00%
Maximum
May 2019
62.68%
Average
61.24%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Snowflake Inc | -- |
Microsoft Corp | 37.14% |
CrowdStrike Holdings Inc | -- |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.038 |
Beta (5Y) | 0.6444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.86% |
Historical Sharpe Ratio (5Y) | 0.3609 |
Historical Sortino (5Y) | 0.5653 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |