CEVA Inc (CEVA)
19.69
+0.38
(+1.97%)
USD |
NASDAQ |
Apr 24, 16:00
19.71
+0.02
(+0.10%)
After-Hours: 20:00
CEVA Max Drawdown (5Y): 77.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 59.61% |
July 31, 2020 | 59.61% |
June 30, 2020 | 59.61% |
May 31, 2020 | 59.61% |
April 30, 2020 | 59.61% |
March 31, 2020 | 59.61% |
February 29, 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
Aug 2019
77.53%
Maximum
Oct 2023
63.72%
Average
59.61%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Amkor Technology Inc | 61.26% |
AXT Inc | 87.44% |
Entegris Inc | 59.32% |
inTest Corp | 77.88% |
IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.27 |
Beta (5Y) | 1.141 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.35% |
Historical Sharpe Ratio (5Y) | -0.1134 |
Historical Sortino (5Y) | -0.2234 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.86% |