Viavi Solutions Inc (VIAV)
7.955
-0.06
(-0.75%)
USD |
NASDAQ |
Apr 30, 12:06
Viavi Solutions Max Drawdown (5Y): 58.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.53% |
| February 29, 2024 | 58.53% |
| January 31, 2024 | 58.53% |
| December 31, 2023 | 58.53% |
| November 30, 2023 | 58.53% |
| October 31, 2023 | 58.53% |
| September 30, 2023 | 51.67% |
| August 31, 2023 | 51.67% |
| July 31, 2023 | 51.67% |
| June 30, 2023 | 51.67% |
| May 31, 2023 | 51.67% |
| April 30, 2023 | 51.67% |
| March 31, 2023 | 44.13% |
| February 28, 2023 | 44.13% |
| January 31, 2023 | 44.13% |
| December 31, 2022 | 44.13% |
| November 30, 2022 | 44.13% |
| October 31, 2022 | 44.13% |
| September 30, 2022 | 44.13% |
| August 31, 2022 | 44.13% |
| July 31, 2022 | 44.13% |
| June 30, 2022 | 44.13% |
| May 31, 2022 | 44.13% |
| April 30, 2022 | 44.13% |
| March 31, 2022 | 44.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.13% |
| January 31, 2022 | 44.13% |
| December 31, 2021 | 44.13% |
| November 30, 2021 | 44.13% |
| October 31, 2021 | 44.13% |
| September 30, 2021 | 44.13% |
| August 31, 2021 | 44.13% |
| July 31, 2021 | 44.13% |
| June 30, 2021 | 44.13% |
| May 31, 2021 | 44.13% |
| April 30, 2021 | 44.13% |
| March 31, 2021 | 44.13% |
| February 28, 2021 | 44.13% |
| January 31, 2021 | 44.13% |
| December 31, 2020 | 48.44% |
| November 30, 2020 | 59.89% |
| October 31, 2020 | 62.29% |
| September 30, 2020 | 63.46% |
| August 31, 2020 | 63.46% |
| July 31, 2020 | 64.40% |
| June 30, 2020 | 67.52% |
| May 31, 2020 | 67.65% |
| April 30, 2020 | 67.65% |
| March 31, 2020 | 67.65% |
| February 29, 2020 | 67.65% |
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
44.13%
Minimum
Jan 2021
67.65%
Maximum
Apr 2019
53.82%
Average
51.67%
Median
Apr 2023
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Airgain Inc | 94.02% |
| Comtech Telecommunications Corp | 91.05% |
| Harmonic Inc | 50.30% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.42 |
| Beta (5Y) | 0.9524 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.21% |
| Historical Sharpe Ratio (5Y) | -0.248 |
| Historical Sortino (5Y) | -0.372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.99% |