Motorola Solutions Inc (MSI)
336.24
+0.24
(+0.07%)
USD |
NYSE |
May 02, 16:00
350.98
+14.74
(+4.38%)
Pre-Market: 08:32
Motorola Solutions Max Drawdown (5Y): 32.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.77% |
March 31, 2024 | 32.77% |
February 29, 2024 | 32.77% |
January 31, 2024 | 32.77% |
December 31, 2023 | 32.77% |
November 30, 2023 | 32.77% |
October 31, 2023 | 32.77% |
September 30, 2023 | 32.77% |
August 31, 2023 | 32.77% |
July 31, 2023 | 32.77% |
June 30, 2023 | 32.77% |
May 31, 2023 | 32.77% |
April 30, 2023 | 32.77% |
March 31, 2023 | 32.77% |
February 28, 2023 | 32.77% |
January 31, 2023 | 32.77% |
December 31, 2022 | 32.77% |
November 30, 2022 | 32.77% |
October 31, 2022 | 32.77% |
September 30, 2022 | 32.77% |
August 31, 2022 | 32.77% |
July 31, 2022 | 32.77% |
June 30, 2022 | 32.77% |
May 31, 2022 | 32.77% |
April 30, 2022 | 32.77% |
Date | Value |
---|---|
March 31, 2022 | 32.77% |
February 28, 2022 | 32.77% |
January 31, 2022 | 32.77% |
December 31, 2021 | 32.77% |
November 30, 2021 | 32.77% |
October 31, 2021 | 32.77% |
September 30, 2021 | 32.77% |
August 31, 2021 | 32.77% |
July 31, 2021 | 32.77% |
June 30, 2021 | 32.77% |
May 31, 2021 | 32.77% |
April 30, 2021 | 32.77% |
March 31, 2021 | 32.77% |
February 28, 2021 | 32.77% |
January 31, 2021 | 32.77% |
December 31, 2020 | 32.77% |
November 30, 2020 | 32.77% |
October 31, 2020 | 32.77% |
September 30, 2020 | 32.77% |
August 31, 2020 | 32.77% |
July 31, 2020 | 32.77% |
June 30, 2020 | 32.77% |
May 31, 2020 | 32.77% |
April 30, 2020 | 32.77% |
March 31, 2020 | 32.77% |
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
18.19%
Minimum
May 2019
32.77%
Maximum
Mar 2020
30.34%
Average
32.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Apple Inc | 31.43% |
Viasat Inc | 83.58% |
Comtech Telecommunications Corp | 95.48% |
Harmonic Inc | 50.30% |
BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.038 |
Beta (5Y) | 0.9109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.87% |
Historical Sharpe Ratio (5Y) | 0.762 |
Historical Sortino (5Y) | 1.013 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.98% |