CommVault Systems Inc (CVLT)
170.59
-0.37
(-0.22%)
USD |
NASDAQ |
Nov 21, 16:00
170.59
0.00 (0.00%)
After-Hours: 19:57
CommVault Systems Max Drawdown (5Y): 61.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.24% |
| September 30, 2024 | 61.24% |
| August 31, 2024 | 61.24% |
| July 31, 2024 | 61.24% |
| June 30, 2024 | 61.24% |
| May 31, 2024 | 61.24% |
| April 30, 2024 | 61.24% |
| March 31, 2024 | 61.24% |
| February 29, 2024 | 61.24% |
| January 31, 2024 | 61.24% |
| December 31, 2023 | 61.24% |
| November 30, 2023 | 61.24% |
| October 31, 2023 | 61.24% |
| September 30, 2023 | 61.24% |
| August 31, 2023 | 61.24% |
| July 31, 2023 | 61.24% |
| June 30, 2023 | 61.24% |
| May 31, 2023 | 61.24% |
| April 30, 2023 | 61.24% |
| March 31, 2023 | 61.24% |
| February 28, 2023 | 61.24% |
| January 31, 2023 | 61.24% |
| December 31, 2022 | 61.24% |
| November 30, 2022 | 61.24% |
| October 31, 2022 | 61.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.24% |
| August 31, 2022 | 61.24% |
| July 31, 2022 | 61.24% |
| June 30, 2022 | 61.24% |
| May 31, 2022 | 61.24% |
| April 30, 2022 | 61.24% |
| March 31, 2022 | 61.24% |
| February 28, 2022 | 61.24% |
| January 31, 2022 | 61.24% |
| December 31, 2021 | 61.24% |
| November 30, 2021 | 61.24% |
| October 31, 2021 | 61.24% |
| September 30, 2021 | 61.24% |
| August 31, 2021 | 61.24% |
| July 31, 2021 | 61.24% |
| June 30, 2021 | 61.24% |
| May 31, 2021 | 61.24% |
| April 30, 2021 | 61.24% |
| March 31, 2021 | 61.24% |
| February 28, 2021 | 61.24% |
| January 31, 2021 | 61.82% |
| December 31, 2020 | 66.00% |
| November 30, 2020 | 66.00% |
| October 31, 2020 | 66.00% |
| September 30, 2020 | 66.00% |
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
61.24%
Minimum
Feb 2021
66.00%
Maximum
Nov 2019
62.36%
Average
61.24%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| MicroStrategy Inc | 89.27% |
| Blackbaud Inc | 65.76% |
| Cadence Design Systems Inc | 32.12% |
| Snowflake Inc | -- |
| Inuvo Inc | 95.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.76 |
| Beta (5Y) | 0.5910 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.32% |
| Historical Sharpe Ratio (5Y) | 0.6814 |
| Historical Sortino (5Y) | 1.096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |