CommVault Systems Inc (CVLT)

157.71 +1.44 (+0.92%) USD  |  NASDAQ  |  Dec 24, 16:00
More

CommVault Systems Max Drawdown (5Y): 61.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CVLT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
MicroStrategy Inc 89.27%
Blackbaud Inc 65.76%
Cadence Design Systems Inc 32.12%
Inuvo Inc 95.07%
Issuer Direct Corp 76.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 17.14
Beta (5Y) 0.6071
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.96%
Historical Sharpe Ratio (5Y) 0.722
Historical Sortino (5Y) 1.175
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.17%