Corning Inc (GLW)
31.35
-0.17
(-0.54%)
USD |
NYSE |
Apr 25, 16:00
31.34
-0.01
(-0.03%)
After-Hours: 20:00
Corning Max Drawdown (5Y): 48.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.80% |
February 29, 2024 | 48.80% |
January 31, 2024 | 48.80% |
December 31, 2023 | 48.80% |
November 30, 2023 | 48.80% |
October 31, 2023 | 48.80% |
September 30, 2023 | 48.80% |
August 31, 2023 | 48.80% |
July 31, 2023 | 48.80% |
June 30, 2023 | 48.80% |
May 31, 2023 | 48.80% |
April 30, 2023 | 48.80% |
March 31, 2023 | 48.80% |
February 28, 2023 | 48.80% |
January 31, 2023 | 48.80% |
December 31, 2022 | 48.80% |
November 30, 2022 | 48.80% |
October 31, 2022 | 48.80% |
September 30, 2022 | 48.80% |
August 31, 2022 | 48.80% |
July 31, 2022 | 48.80% |
June 30, 2022 | 48.80% |
May 31, 2022 | 48.80% |
April 30, 2022 | 48.80% |
March 31, 2022 | 48.80% |
Date | Value |
---|---|
February 28, 2022 | 48.80% |
January 31, 2022 | 48.80% |
December 31, 2021 | 48.80% |
November 30, 2021 | 48.80% |
October 31, 2021 | 48.80% |
September 30, 2021 | 48.80% |
August 31, 2021 | 48.80% |
July 31, 2021 | 48.80% |
June 30, 2021 | 48.80% |
May 31, 2021 | 48.80% |
April 30, 2021 | 48.80% |
March 31, 2021 | 48.80% |
February 28, 2021 | 48.80% |
January 31, 2021 | 48.80% |
December 31, 2020 | 48.80% |
November 30, 2020 | 48.80% |
October 31, 2020 | 48.80% |
September 30, 2020 | 48.80% |
August 31, 2020 | 48.80% |
July 31, 2020 | 48.80% |
June 30, 2020 | 48.80% |
May 31, 2020 | 48.80% |
April 30, 2020 | 48.80% |
March 31, 2020 | 48.80% |
February 29, 2020 | 35.44% |
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
35.44%
Minimum
Apr 2019
48.80%
Maximum
Mar 2020
46.35%
Average
48.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jabil Inc | 57.34% |
Daktronics Inc | 81.37% |
Universal Display Corp | 65.03% |
Rogers Corp | 63.53% |
Advanced Micro Devices Inc | 65.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.09 |
Beta (5Y) | 1.078 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.42% |
Historical Sharpe Ratio (5Y) | 0.0322 |
Historical Sortino (5Y) | 0.055 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.41% |