CommScope Holding Co Inc (COMM)

5.38 -0.20 (-3.58%) USD  |  NASDAQ  |  Dec 23, 10:59
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CommScope Max Drawdown (5Y): 96.50% 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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Viavi Solutions Inc 62.88%
Comtech Telecommunications Corp 95.48%
Harmonic Inc 50.30%
KVH Industries Inc 71.49%
BK Technologies Corp 80.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -47.41
Beta (5Y) 1.954
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 100.8%
Historical Sharpe Ratio (5Y) -0.2114
Historical Sortino (5Y) -0.5379
Monthly Value at Risk (VaR) 5% (5Y Lookback) 31.76%