Ciena Corp (CIEN)
68.17
+1.69
(+2.54%)
USD |
NYSE |
Nov 21, 16:00
68.16
-0.01
(-0.01%)
After-Hours: 20:00
Ciena Max Drawdown (5Y): 49.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.54% |
| September 30, 2024 | 49.54% |
| August 31, 2024 | 49.54% |
| July 31, 2024 | 49.54% |
| June 30, 2024 | 49.54% |
| May 31, 2024 | 49.54% |
| April 30, 2024 | 49.54% |
| March 31, 2024 | 49.54% |
| February 29, 2024 | 49.54% |
| January 31, 2024 | 49.54% |
| December 31, 2023 | 49.54% |
| November 30, 2023 | 49.54% |
| October 31, 2023 | 49.54% |
| September 30, 2023 | 49.54% |
| August 31, 2023 | 49.54% |
| July 31, 2023 | 49.54% |
| June 30, 2023 | 49.54% |
| May 31, 2023 | 49.54% |
| April 30, 2023 | 49.54% |
| March 31, 2023 | 49.54% |
| February 28, 2023 | 49.54% |
| January 31, 2023 | 49.54% |
| December 31, 2022 | 49.54% |
| November 30, 2022 | 49.54% |
| October 31, 2022 | 49.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.83% |
| August 31, 2022 | 45.82% |
| July 31, 2022 | 45.82% |
| June 30, 2022 | 45.82% |
| May 31, 2022 | 37.02% |
| April 30, 2022 | 36.97% |
| March 31, 2022 | 36.97% |
| February 28, 2022 | 36.97% |
| January 31, 2022 | 36.97% |
| December 31, 2021 | 36.97% |
| November 30, 2021 | 36.97% |
| October 31, 2021 | 36.97% |
| September 30, 2021 | 36.97% |
| August 31, 2021 | 36.97% |
| July 31, 2021 | 36.97% |
| June 30, 2021 | 36.97% |
| May 31, 2021 | 36.97% |
| April 30, 2021 | 43.15% |
| March 31, 2021 | 43.15% |
| February 28, 2021 | 43.15% |
| January 31, 2021 | 43.15% |
| December 31, 2020 | 43.15% |
| November 30, 2020 | 43.15% |
| October 31, 2020 | 43.15% |
| September 30, 2020 | 43.15% |
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
36.97%
Minimum
May 2021
49.54%
Maximum
Oct 2022
44.73%
Average
43.88%
Median
Max Drawdown (5Y) Benchmarks
| Cisco Systems Inc | 41.97% |
| Clearfield Inc | 82.52% |
| Netgear Inc | 76.94% |
| Franklin Wireless Corp | 89.23% |
| Impinj Inc | 78.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.141 |
| Beta (5Y) | 0.9386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.52% |
| Historical Sharpe Ratio (5Y) | 0.233 |
| Historical Sortino (5Y) | 0.3633 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |