Calix Inc (CALX)
33.23
+1.11
(+3.46%)
USD |
NYSE |
Nov 22, 16:00
33.22
-0.01
(-0.03%)
After-Hours: 20:00
Calix Max Drawdown (5Y): 65.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.32% |
| September 30, 2024 | 65.32% |
| August 31, 2024 | 65.32% |
| July 31, 2024 | 65.32% |
| June 30, 2024 | 65.32% |
| May 31, 2024 | 65.32% |
| April 30, 2024 | 65.32% |
| March 31, 2024 | 59.58% |
| February 29, 2024 | 59.58% |
| January 31, 2024 | 59.58% |
| December 31, 2023 | 59.58% |
| November 30, 2023 | 59.58% |
| October 31, 2023 | 59.58% |
| September 30, 2023 | 59.58% |
| August 31, 2023 | 59.58% |
| July 31, 2023 | 59.58% |
| June 30, 2023 | 59.58% |
| May 31, 2023 | 59.58% |
| April 30, 2023 | 59.58% |
| March 31, 2023 | 59.58% |
| February 28, 2023 | 59.58% |
| January 31, 2023 | 59.58% |
| December 31, 2022 | 59.58% |
| November 30, 2022 | 59.58% |
| October 31, 2022 | 62.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.59% |
| August 31, 2022 | 66.55% |
| July 31, 2022 | 66.55% |
| June 30, 2022 | 66.55% |
| May 31, 2022 | 66.55% |
| April 30, 2022 | 66.55% |
| March 31, 2022 | 66.55% |
| February 28, 2022 | 66.55% |
| January 31, 2022 | 66.55% |
| December 31, 2021 | 66.55% |
| November 30, 2021 | 66.55% |
| October 31, 2021 | 66.55% |
| September 30, 2021 | 66.55% |
| August 31, 2021 | 66.55% |
| July 31, 2021 | 66.55% |
| June 30, 2021 | 68.71% |
| May 31, 2021 | 71.03% |
| April 30, 2021 | 71.48% |
| March 31, 2021 | 71.48% |
| February 28, 2021 | 71.48% |
| January 31, 2021 | 75.11% |
| December 31, 2020 | 75.11% |
| November 30, 2020 | 75.11% |
| October 31, 2020 | 75.11% |
| September 30, 2020 | 75.11% |
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
59.58%
Minimum
Nov 2022
75.11%
Maximum
Nov 2019
66.80%
Average
66.55%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.92 |
| Beta (5Y) | 1.747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.00% |
| Historical Sharpe Ratio (5Y) | 0.5314 |
| Historical Sortino (5Y) | 1.115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.98% |