CEVA Inc (CEVA)
23.87
+0.25
(+1.06%)
USD |
NASDAQ |
Nov 05, 16:00
23.87
0.00 (0.00%)
After-Hours: 16:23
CEVA Max Drawdown (5Y): 78.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.24% |
| September 30, 2024 | 78.24% |
| August 31, 2024 | 78.24% |
| July 31, 2024 | 77.53% |
| June 30, 2024 | 77.53% |
| May 31, 2024 | 77.53% |
| April 30, 2024 | 77.53% |
| March 31, 2024 | 77.53% |
| February 29, 2024 | 77.53% |
| January 31, 2024 | 77.53% |
| December 31, 2023 | 77.53% |
| November 30, 2023 | 77.53% |
| October 31, 2023 | 77.53% |
| September 30, 2023 | 74.46% |
| August 31, 2023 | 73.27% |
| July 31, 2023 | 71.69% |
| June 30, 2023 | 71.69% |
| May 31, 2023 | 71.69% |
| April 30, 2023 | 67.40% |
| March 31, 2023 | 67.40% |
| February 28, 2023 | 67.40% |
| January 31, 2023 | 67.40% |
| December 31, 2022 | 67.40% |
| November 30, 2022 | 67.40% |
| October 31, 2022 | 67.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.61% |
| August 31, 2022 | 60.50% |
| July 31, 2022 | 59.61% |
| June 30, 2022 | 59.61% |
| May 31, 2022 | 59.61% |
| April 30, 2022 | 59.61% |
| March 31, 2022 | 59.61% |
| February 28, 2022 | 59.61% |
| January 31, 2022 | 59.61% |
| December 31, 2021 | 59.61% |
| November 30, 2021 | 59.61% |
| October 31, 2021 | 59.61% |
| September 30, 2021 | 59.61% |
| August 31, 2021 | 59.61% |
| July 31, 2021 | 59.61% |
| June 30, 2021 | 59.61% |
| May 31, 2021 | 59.61% |
| April 30, 2021 | 59.61% |
| March 31, 2021 | 59.61% |
| February 28, 2021 | 59.61% |
| January 31, 2021 | 59.61% |
| December 31, 2020 | 59.61% |
| November 30, 2020 | 59.61% |
| October 31, 2020 | 59.61% |
| September 30, 2020 | 59.61% |
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
59.61%
Minimum
Nov 2019
78.24%
Maximum
Aug 2024
65.61%
Average
59.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
| ON Semiconductor Corp | 68.47% |
| SkyWater Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.85 |
| Beta (5Y) | 1.197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.47% |
| Historical Sharpe Ratio (5Y) | -0.1137 |
| Historical Sortino (5Y) | -0.2227 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.86% |