Keysight Technologies Inc (KEYS)
144.99
-2.95
(-1.99%)
USD |
NYSE |
May 01, 16:00
144.99
0.00 (0.00%)
After-Hours: 18:38
Keysight Technologies Max Drawdown (5Y): 42.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.62% |
| March 31, 2024 | 42.62% |
| February 29, 2024 | 42.62% |
| January 31, 2024 | 42.62% |
| December 31, 2023 | 42.62% |
| November 30, 2023 | 42.62% |
| October 31, 2023 | 42.62% |
| September 30, 2023 | 38.59% |
| August 31, 2023 | 38.59% |
| July 31, 2023 | 37.19% |
| June 30, 2023 | 37.19% |
| May 31, 2023 | 37.19% |
| April 30, 2023 | 37.19% |
| March 31, 2023 | 37.19% |
| February 28, 2023 | 37.19% |
| January 31, 2023 | 37.19% |
| December 31, 2022 | 37.19% |
| November 30, 2022 | 37.19% |
| October 31, 2022 | 37.19% |
| September 30, 2022 | 37.19% |
| August 31, 2022 | 37.19% |
| July 31, 2022 | 37.19% |
| June 30, 2022 | 37.19% |
| May 31, 2022 | 37.19% |
| April 30, 2022 | 32.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.76% |
| February 28, 2022 | 28.24% |
| January 31, 2022 | 28.24% |
| December 31, 2021 | 28.24% |
| November 30, 2021 | 28.24% |
| October 31, 2021 | 28.24% |
| September 30, 2021 | 28.24% |
| August 31, 2021 | 28.24% |
| July 31, 2021 | 28.24% |
| June 30, 2021 | 28.24% |
| May 31, 2021 | 28.24% |
| April 30, 2021 | 28.24% |
| March 31, 2021 | 28.24% |
| February 28, 2021 | 33.86% |
| January 31, 2021 | 33.86% |
| December 31, 2020 | 33.86% |
| November 30, 2020 | 45.54% |
| October 31, 2020 | 45.54% |
| September 30, 2020 | 45.54% |
| August 31, 2020 | 45.54% |
| July 31, 2020 | 45.54% |
| June 30, 2020 | 45.54% |
| May 31, 2020 | 45.54% |
| April 30, 2020 | 45.54% |
| March 31, 2020 | 45.54% |
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
28.24%
Minimum
Mar 2021
45.54%
Maximum
May 2019
38.37%
Average
37.19%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| Arista Networks Inc | 52.20% |
| Cognex Corp | 62.68% |
| Mesa Laboratories Inc | 74.40% |
| Sono-Tek Corp | 54.89% |
| Focus Universal Inc | 98.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.661 |
| Beta (5Y) | 1.060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.00% |
| Historical Sharpe Ratio (5Y) | 0.3153 |
| Historical Sortino (5Y) | 0.5537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |