Broadcom Inc (AVGO)

239.68 +7.33 (+3.15%) USD  |  NASDAQ  |  Dec 24, 16:00
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Broadcom Max Drawdown (5Y): 48.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Analog Devices Inc 33.60%
Advanced Micro Devices Inc 65.45%
Intel Corp 69.56%
Marvell Technology Inc 61.88%
Micron Technology Inc 49.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.39
Beta (5Y) 1.127
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.93%
Historical Sharpe Ratio (5Y) 1.192
Historical Sortino (5Y) 1.732
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.99%