Comtech Telecommunications Corp (CMTL)
2.47
-0.44
(-15.12%)
USD |
NASDAQ |
Nov 04, 16:00
2.48
+0.01
(+0.40%)
After-Hours: 20:00
Comtech Telecommunications Max Drawdown (5Y): 95.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.48% |
| September 30, 2024 | 95.48% |
| August 31, 2024 | 95.48% |
| July 31, 2024 | 95.48% |
| June 30, 2024 | 95.48% |
| May 31, 2024 | 95.48% |
| April 30, 2024 | 95.48% |
| March 31, 2024 | 91.05% |
| February 29, 2024 | 83.08% |
| January 31, 2024 | 81.90% |
| December 31, 2023 | 78.45% |
| November 30, 2023 | 77.02% |
| October 31, 2023 | 77.02% |
| September 30, 2023 | 76.02% |
| August 31, 2023 | 76.02% |
| July 31, 2023 | 76.02% |
| June 30, 2023 | 76.02% |
| May 31, 2023 | 76.02% |
| April 30, 2023 | 76.02% |
| March 31, 2023 | 76.02% |
| February 28, 2023 | 76.02% |
| January 31, 2023 | 76.02% |
| December 31, 2022 | 76.02% |
| November 30, 2022 | 76.02% |
| October 31, 2022 | 76.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.02% |
| August 31, 2022 | 76.02% |
| July 31, 2022 | 76.02% |
| June 30, 2022 | 76.02% |
| May 31, 2022 | 68.95% |
| April 30, 2022 | 68.95% |
| March 31, 2022 | 68.95% |
| February 28, 2022 | 68.95% |
| January 31, 2022 | 68.95% |
| December 31, 2021 | 68.95% |
| November 30, 2021 | 69.72% |
| October 31, 2021 | 69.81% |
| September 30, 2021 | 70.35% |
| August 31, 2021 | 73.25% |
| July 31, 2021 | 73.25% |
| June 30, 2021 | 73.25% |
| May 31, 2021 | 73.25% |
| April 30, 2021 | 73.25% |
| March 31, 2021 | 73.25% |
| February 28, 2021 | 73.25% |
| January 31, 2021 | 73.25% |
| December 31, 2020 | 73.25% |
| November 30, 2020 | 73.25% |
| October 31, 2020 | 73.25% |
| September 30, 2020 | 73.25% |
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
68.95%
Minimum
Dec 2021
95.48%
Maximum
Apr 2024
76.80%
Average
73.25%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Viasat Inc | 86.95% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 62.88% |
| KVH Industries Inc | 71.49% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.36 |
| Beta (5Y) | 1.618 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.70% |
| Historical Sharpe Ratio (5Y) | -0.5302 |
| Historical Sortino (5Y) | -0.8091 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.17% |