Ciena Corp (CIEN)

87.38 +1.59 (+1.85%) USD  |  NYSE  |  Dec 20, 16:00
87.39 +0.01 (+0.01%) Pre-Market: 20:00
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Ciena Max Drawdown (5Y): 49.54% 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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Broadcom Inc 48.30%
Cisco Systems Inc 41.97%
Adobe Inc 60.02%
Clearfield Inc 82.52%
Netgear Inc 76.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.192
Beta (5Y) 0.9518
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.34%
Historical Sharpe Ratio (5Y) 0.2744
Historical Sortino (5Y) 0.4259
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.89%