CommScope Holding Co Inc (COMM)
4.38
+0.04
(+0.92%)
USD |
NASDAQ |
Nov 21, 16:00
4.38
0.00 (0.00%)
After-Hours: 20:00
CommScope Max Drawdown (5Y): 96.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.50% |
| September 30, 2024 | 96.50% |
| August 31, 2024 | 96.50% |
| July 31, 2024 | 96.50% |
| June 30, 2024 | 96.50% |
| May 31, 2024 | 96.50% |
| April 30, 2024 | 96.50% |
| March 31, 2024 | 96.18% |
| February 29, 2024 | 95.63% |
| January 31, 2024 | 94.94% |
| December 31, 2023 | 94.94% |
| November 30, 2023 | 94.94% |
| October 31, 2023 | 94.45% |
| September 30, 2023 | 89.99% |
| August 31, 2023 | 89.93% |
| July 31, 2023 | 88.85% |
| June 30, 2023 | 88.85% |
| May 31, 2023 | 88.85% |
| April 30, 2023 | 88.85% |
| March 31, 2023 | 86.39% |
| February 28, 2023 | 86.39% |
| January 31, 2023 | 86.39% |
| December 31, 2022 | 86.39% |
| November 30, 2022 | 86.39% |
| October 31, 2022 | 86.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.39% |
| August 31, 2022 | 86.39% |
| July 31, 2022 | 86.39% |
| June 30, 2022 | 86.39% |
| May 31, 2022 | 86.39% |
| April 30, 2022 | 86.39% |
| March 31, 2022 | 86.39% |
| February 28, 2022 | 86.39% |
| January 31, 2022 | 86.39% |
| December 31, 2021 | 86.39% |
| November 30, 2021 | 86.39% |
| October 31, 2021 | 86.39% |
| September 30, 2021 | 86.39% |
| August 31, 2021 | 86.39% |
| July 31, 2021 | 86.39% |
| June 30, 2021 | 86.39% |
| May 31, 2021 | 86.39% |
| April 30, 2021 | 86.39% |
| March 31, 2021 | 86.39% |
| February 28, 2021 | 86.39% |
| January 31, 2021 | 86.39% |
| December 31, 2020 | 86.39% |
| November 30, 2020 | 86.39% |
| October 31, 2020 | 86.39% |
| September 30, 2020 | 86.39% |
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
77.08%
Minimum
Nov 2019
96.50%
Maximum
Apr 2024
88.11%
Average
86.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Harmonic Inc | 50.30% |
| Airgain Inc | 94.02% |
| Comtech Telecommunications Corp | 95.48% |
| Viavi Solutions Inc | 62.88% |
| BK Technologies Corp | 80.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.01 |
| Beta (5Y) | 2.089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.3% |
| Historical Sharpe Ratio (5Y) | -0.1201 |
| Historical Sortino (5Y) | -0.3027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.64% |