Cisco Systems Inc (CSCO)
57.50
+0.49
(+0.86%)
USD |
NASDAQ |
Nov 20, 16:00
57.34
-0.16
(-0.28%)
Pre-Market: 08:45
Cisco Systems Max Drawdown (5Y): 41.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.97% |
| September 30, 2024 | 41.97% |
| August 31, 2024 | 41.97% |
| July 31, 2024 | 41.97% |
| June 30, 2024 | 41.97% |
| May 31, 2024 | 41.97% |
| April 30, 2024 | 41.97% |
| March 31, 2024 | 41.97% |
| February 29, 2024 | 41.97% |
| January 31, 2024 | 41.97% |
| December 31, 2023 | 41.97% |
| November 30, 2023 | 41.97% |
| October 31, 2023 | 41.97% |
| September 30, 2023 | 41.97% |
| August 31, 2023 | 41.97% |
| July 31, 2023 | 41.97% |
| June 30, 2023 | 41.97% |
| May 31, 2023 | 41.97% |
| April 30, 2023 | 41.97% |
| March 31, 2023 | 41.97% |
| February 28, 2023 | 41.97% |
| January 31, 2023 | 41.97% |
| December 31, 2022 | 41.97% |
| November 30, 2022 | 41.97% |
| October 31, 2022 | 41.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.97% |
| August 31, 2022 | 41.97% |
| July 31, 2022 | 41.97% |
| June 30, 2022 | 41.97% |
| May 31, 2022 | 41.97% |
| April 30, 2022 | 41.97% |
| March 31, 2022 | 41.97% |
| February 28, 2022 | 41.97% |
| January 31, 2022 | 41.97% |
| December 31, 2021 | 41.97% |
| November 30, 2021 | 41.97% |
| October 31, 2021 | 41.97% |
| September 30, 2021 | 41.97% |
| August 31, 2021 | 41.97% |
| July 31, 2021 | 41.97% |
| June 30, 2021 | 41.97% |
| May 31, 2021 | 41.97% |
| April 30, 2021 | 41.97% |
| March 31, 2021 | 41.97% |
| February 28, 2021 | 41.97% |
| January 31, 2021 | 41.97% |
| December 31, 2020 | 41.97% |
| November 30, 2020 | 41.97% |
| October 31, 2020 | 41.97% |
| September 30, 2020 | 41.97% |
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
23.07%
Minimum
Nov 2019
41.97%
Maximum
Mar 2020
40.87%
Average
41.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Super Micro Computer Inc | 75.50% |
| Hewlett Packard Enterprise Co | 56.91% |
| Apple Inc | 31.43% |
| Adtran Holdings Inc | 82.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.944 |
| Beta (5Y) | 0.8299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.20% |
| Historical Sharpe Ratio (5Y) | 0.1557 |
| Historical Sortino (5Y) | 0.2217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |