Adtran Holdings Inc (ADTN)
8.11
+0.38
(+4.92%)
USD |
NASDAQ |
Nov 21, 12:47
Adtran Holdings Max Drawdown (5Y): 82.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.00% |
| September 30, 2024 | 82.00% |
| August 31, 2024 | 82.00% |
| July 31, 2024 | 82.00% |
| June 30, 2024 | 82.00% |
| May 31, 2024 | 82.00% |
| April 30, 2024 | 82.00% |
| March 31, 2024 | 79.41% |
| February 29, 2024 | 79.41% |
| January 31, 2024 | 79.41% |
| December 31, 2023 | 79.41% |
| November 30, 2023 | 79.41% |
| October 31, 2023 | 77.64% |
| September 30, 2023 | 77.64% |
| August 31, 2023 | 77.64% |
| July 31, 2023 | 77.64% |
| June 30, 2023 | 77.64% |
| May 31, 2023 | 77.64% |
| April 30, 2023 | 77.64% |
| March 31, 2023 | 77.64% |
| February 28, 2023 | 77.64% |
| January 31, 2023 | 77.64% |
| December 31, 2022 | 77.64% |
| November 30, 2022 | 77.64% |
| October 31, 2022 | 77.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.64% |
| August 31, 2022 | 77.64% |
| July 31, 2022 | 77.64% |
| June 30, 2022 | 77.64% |
| May 31, 2022 | 77.64% |
| April 30, 2022 | 77.64% |
| March 31, 2022 | 77.64% |
| February 28, 2022 | 77.64% |
| January 31, 2022 | 77.64% |
| December 31, 2021 | 77.64% |
| November 30, 2021 | 77.64% |
| October 31, 2021 | 77.64% |
| September 30, 2021 | 77.64% |
| August 31, 2021 | 77.64% |
| July 31, 2021 | 77.64% |
| June 30, 2021 | 77.64% |
| May 31, 2021 | 77.64% |
| April 30, 2021 | 77.64% |
| March 31, 2021 | 77.64% |
| February 28, 2021 | 77.64% |
| January 31, 2021 | 77.64% |
| December 31, 2020 | 77.64% |
| November 30, 2020 | 77.64% |
| October 31, 2020 | 77.64% |
| September 30, 2020 | 77.64% |
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
67.35%
Minimum
Nov 2019
82.00%
Maximum
Apr 2024
77.61%
Average
77.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cisco Systems Inc | 41.97% |
| Aviat Networks Inc | 68.58% |
| Infinera Corp | 84.39% |
| Lantronix Inc | 74.36% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.03 |
| Beta (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.63% |
| Historical Sharpe Ratio (5Y) | -0.1438 |
| Historical Sortino (5Y) | -0.2438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.26% |