Lumentum Holdings Inc (LITE)
44.30
+0.78
(+1.79%)
USD |
NASDAQ |
May 02, 16:00
44.30
0.00 (0.00%)
After-Hours: 18:27
Lumentum Holdings Max Drawdown (5Y): 66.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.89% |
| March 31, 2024 | 66.89% |
| February 29, 2024 | 66.89% |
| January 31, 2024 | 66.89% |
| December 31, 2023 | 66.89% |
| November 30, 2023 | 66.89% |
| October 31, 2023 | 66.89% |
| 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 | 58.47% |
| March 31, 2023 | 54.64% |
| February 28, 2023 | 54.64% |
| January 31, 2023 | 54.64% |
| December 31, 2022 | 54.64% |
| November 30, 2022 | 50.86% |
| October 31, 2022 | 48.77% |
| September 30, 2022 | 48.77% |
| August 31, 2022 | 48.77% |
| July 31, 2022 | 48.77% |
| June 30, 2022 | 48.77% |
| May 31, 2022 | 48.77% |
| April 30, 2022 | 48.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.77% |
| February 28, 2022 | 48.77% |
| January 31, 2022 | 48.77% |
| December 31, 2021 | 48.77% |
| November 30, 2021 | 48.77% |
| October 31, 2021 | 48.77% |
| September 30, 2021 | 48.77% |
| August 31, 2021 | 48.77% |
| July 31, 2021 | 48.77% |
| June 30, 2021 | 48.77% |
| May 31, 2021 | 48.77% |
| April 30, 2021 | 48.77% |
| March 31, 2021 | 48.77% |
| February 28, 2021 | 48.77% |
| January 31, 2021 | 48.77% |
| December 31, 2020 | 48.77% |
| November 30, 2020 | 48.77% |
| October 31, 2020 | 48.77% |
| September 30, 2020 | 48.77% |
| August 31, 2020 | 48.77% |
| July 31, 2020 | 48.77% |
| June 30, 2020 | 48.77% |
| May 31, 2020 | 48.77% |
| April 30, 2020 | 48.77% |
| March 31, 2020 | 48.77% |
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
48.77%
Minimum
May 2019
66.89%
Maximum
Oct 2023
52.51%
Average
48.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Key Tronic Corp | 77.30% |
| Qualcomm Inc | 44.29% |
| Synaptics Inc | 74.88% |
| Red Cat Holdings Inc | 99.98% |
| Rigetti Computing Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.87 |
| Beta (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.41% |
| Historical Sharpe Ratio (5Y) | -0.2226 |
| Historical Sortino (5Y) | -0.3937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.33% |