KVH Industries Inc (KVHI)
5.05
+0.06
(+1.20%)
USD |
NASDAQ |
May 06, 14:52
KVH Industries Max Drawdown (5Y): 70.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.84% |
March 31, 2024 | 70.84% |
February 29, 2024 | 70.84% |
January 31, 2024 | 70.84% |
December 31, 2023 | 70.84% |
November 30, 2023 | 70.84% |
October 31, 2023 | 70.38% |
September 30, 2023 | 66.43% |
August 31, 2023 | 65.37% |
July 31, 2023 | 52.60% |
June 30, 2023 | 52.60% |
May 31, 2023 | 52.60% |
April 30, 2023 | 52.60% |
March 31, 2023 | 52.60% |
February 28, 2023 | 52.60% |
January 31, 2023 | 52.60% |
December 31, 2022 | 52.60% |
November 30, 2022 | 52.60% |
October 31, 2022 | 52.60% |
September 30, 2022 | 52.60% |
August 31, 2022 | 52.60% |
July 31, 2022 | 52.60% |
June 30, 2022 | 52.60% |
May 31, 2022 | 52.60% |
April 30, 2022 | 51.52% |
Date | Value |
---|---|
March 31, 2022 | 51.52% |
February 28, 2022 | 51.52% |
January 31, 2022 | 51.52% |
December 31, 2021 | 51.52% |
November 30, 2021 | 51.52% |
October 31, 2021 | 51.52% |
September 30, 2021 | 51.52% |
August 31, 2021 | 51.52% |
July 31, 2021 | 51.52% |
June 30, 2021 | 51.52% |
May 31, 2021 | 51.52% |
April 30, 2021 | 53.29% |
March 31, 2021 | 53.29% |
February 28, 2021 | 53.29% |
January 31, 2021 | 53.29% |
December 31, 2020 | 53.29% |
November 30, 2020 | 53.29% |
October 31, 2020 | 53.29% |
September 30, 2020 | 53.29% |
August 31, 2020 | 53.29% |
July 31, 2020 | 53.29% |
June 30, 2020 | 53.29% |
May 31, 2020 | 53.29% |
April 30, 2020 | 53.29% |
March 31, 2020 | 53.29% |
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
51.52%
Minimum
May 2021
70.84%
Maximum
Nov 2023
55.22%
Average
53.29%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Comtech Telecommunications Corp | 95.48% |
Harmonic Inc | 50.30% |
Viavi Solutions Inc | 58.53% |
Inseego Corp | 99.13% |
BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.69 |
Beta (5Y) | 0.6583 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.78% |
Historical Sharpe Ratio (5Y) | -0.4064 |
Historical Sortino (5Y) | -0.6027 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |