Cirrus Logic Inc (CRUS)
104.26
+1.71
(+1.67%)
USD |
NASDAQ |
Nov 22, 12:43
Cirrus Logic Max Drawdown (5Y): 41.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.25% |
| September 30, 2024 | 41.25% |
| August 31, 2024 | 41.25% |
| July 31, 2024 | 41.25% |
| June 30, 2024 | 41.54% |
| May 31, 2024 | 46.61% |
| April 30, 2024 | 47.48% |
| March 31, 2024 | 47.48% |
| February 29, 2024 | 47.48% |
| January 31, 2024 | 47.48% |
| December 31, 2023 | 55.94% |
| November 30, 2023 | 55.94% |
| October 31, 2023 | 55.94% |
| September 30, 2023 | 55.94% |
| August 31, 2023 | 55.94% |
| July 31, 2023 | 55.94% |
| June 30, 2023 | 55.94% |
| May 31, 2023 | 55.94% |
| April 30, 2023 | 55.94% |
| March 31, 2023 | 55.94% |
| February 28, 2023 | 55.94% |
| January 31, 2023 | 55.94% |
| December 31, 2022 | 55.94% |
| November 30, 2022 | 55.94% |
| October 31, 2022 | 55.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.94% |
| August 31, 2022 | 55.94% |
| July 31, 2022 | 55.94% |
| June 30, 2022 | 55.94% |
| May 31, 2022 | 55.94% |
| April 30, 2022 | 55.94% |
| March 31, 2022 | 55.94% |
| February 28, 2022 | 55.94% |
| January 31, 2022 | 55.94% |
| December 31, 2021 | 55.94% |
| November 30, 2021 | 55.94% |
| October 31, 2021 | 55.94% |
| September 30, 2021 | 55.94% |
| August 31, 2021 | 55.94% |
| July 31, 2021 | 55.94% |
| June 30, 2021 | 55.94% |
| May 31, 2021 | 55.94% |
| April 30, 2021 | 55.94% |
| March 31, 2021 | 55.94% |
| February 28, 2021 | 55.94% |
| January 31, 2021 | 55.94% |
| December 31, 2020 | 55.94% |
| November 30, 2020 | 55.94% |
| October 31, 2020 | 55.94% |
| September 30, 2020 | 55.94% |
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
41.25%
Minimum
Jul 2024
62.39%
Maximum
Nov 2019
54.11%
Average
55.94%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Broadcom Inc | 48.30% |
| Skyworks Solutions Inc | 59.23% |
| Apple Inc | 31.43% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.700 |
| Beta (5Y) | 0.9615 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.10% |
| Historical Sharpe Ratio (5Y) | 0.1972 |
| Historical Sortino (5Y) | 0.3683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |