Marvell Technology Inc (MRVL)
68.51
+1.84
(+2.76%)
USD |
NASDAQ |
May 03, 16:00
68.53
+0.02
(+0.03%)
After-Hours: 20:00
Marvell Technology Max Drawdown (5Y): 61.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.88% |
March 31, 2024 | 61.88% |
February 29, 2024 | 61.88% |
January 31, 2024 | 61.88% |
December 31, 2023 | 61.88% |
November 30, 2023 | 61.88% |
October 31, 2023 | 61.88% |
September 30, 2023 | 61.88% |
August 31, 2023 | 61.88% |
July 31, 2023 | 61.88% |
June 30, 2023 | 61.88% |
May 31, 2023 | 61.88% |
April 30, 2023 | 61.88% |
March 31, 2023 | 61.88% |
February 28, 2023 | 61.88% |
January 31, 2023 | 61.88% |
December 31, 2022 | 61.18% |
November 30, 2022 | 59.72% |
October 31, 2022 | 59.39% |
September 30, 2022 | 53.43% |
August 31, 2022 | 53.43% |
July 31, 2022 | 53.43% |
June 30, 2022 | 52.35% |
May 31, 2022 | 42.66% |
April 30, 2022 | 40.10% |
Date | Value |
---|---|
March 31, 2022 | 40.10% |
February 28, 2022 | 40.10% |
January 31, 2022 | 40.10% |
December 31, 2021 | 40.10% |
November 30, 2021 | 40.10% |
October 31, 2021 | 40.10% |
September 30, 2021 | 40.10% |
August 31, 2021 | 40.10% |
July 31, 2021 | 40.10% |
June 30, 2021 | 40.10% |
May 31, 2021 | 40.10% |
April 30, 2021 | 41.59% |
March 31, 2021 | 43.15% |
February 28, 2021 | 43.15% |
January 31, 2021 | 43.15% |
December 31, 2020 | 43.15% |
November 30, 2020 | 48.20% |
October 31, 2020 | 52.14% |
September 30, 2020 | 55.43% |
August 31, 2020 | 58.32% |
July 31, 2020 | 60.62% |
June 30, 2020 | 60.62% |
May 31, 2020 | 60.62% |
April 30, 2020 | 60.62% |
March 31, 2020 | 60.62% |
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
40.10%
Minimum
May 2021
61.88%
Maximum
Jan 2023
54.07%
Average
60.62%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 61.62% |
Micron Technology Inc | 49.63% |
NVIDIA Corp | 66.34% |
Broadcom Inc | 48.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.564 |
Beta (5Y) | 1.477 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.18% |
Historical Sharpe Ratio (5Y) | 0.4337 |
Historical Sortino (5Y) | 0.9034 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.08% |