Harmonic Inc (HLIT)
12.39
+0.31
(+2.57%)
USD |
NASDAQ |
Nov 21, 16:00
12.39
0.00 (0.00%)
After-Hours: 20:00
Harmonic Max Drawdown (5Y): 50.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.30% |
| September 30, 2024 | 50.30% |
| August 31, 2024 | 50.30% |
| July 31, 2024 | 50.30% |
| June 30, 2024 | 50.30% |
| May 31, 2024 | 50.30% |
| April 30, 2024 | 50.30% |
| March 31, 2024 | 50.30% |
| February 29, 2024 | 50.30% |
| January 31, 2024 | 50.30% |
| December 31, 2023 | 50.30% |
| November 30, 2023 | 50.30% |
| October 31, 2023 | 50.30% |
| September 30, 2023 | 49.05% |
| August 31, 2023 | 45.86% |
| July 31, 2023 | 45.86% |
| June 30, 2023 | 49.64% |
| May 31, 2023 | 51.46% |
| April 30, 2023 | 58.74% |
| March 31, 2023 | 58.74% |
| February 28, 2023 | 58.74% |
| January 31, 2023 | 64.20% |
| December 31, 2022 | 64.20% |
| November 30, 2022 | 64.20% |
| October 31, 2022 | 64.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.41% |
| August 31, 2022 | 66.02% |
| July 31, 2022 | 66.02% |
| June 30, 2022 | 66.02% |
| May 31, 2022 | 66.02% |
| April 30, 2022 | 66.02% |
| March 31, 2022 | 66.02% |
| February 28, 2022 | 66.02% |
| January 31, 2022 | 66.02% |
| December 31, 2021 | 66.02% |
| November 30, 2021 | 66.02% |
| October 31, 2021 | 66.02% |
| September 30, 2021 | 66.02% |
| August 31, 2021 | 66.02% |
| July 31, 2021 | 66.02% |
| June 30, 2021 | 66.50% |
| May 31, 2021 | 67.84% |
| April 30, 2021 | 68.93% |
| March 31, 2021 | 68.93% |
| February 28, 2021 | 70.07% |
| January 31, 2021 | 70.07% |
| December 31, 2020 | 70.07% |
| November 30, 2020 | 70.07% |
| October 31, 2020 | 70.07% |
| September 30, 2020 | 70.07% |
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
45.86%
Minimum
Jul 2023
70.07%
Maximum
Nov 2019
61.86%
Average
66.02%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Arista Networks Inc | 52.20% |
| CommScope Holding Co Inc | 96.50% |
| EchoStar Corp | 78.33% |
| Comtech Telecommunications Corp | 95.48% |
| BK Technologies Corp | 80.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.532 |
| Beta (5Y) | 0.8921 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.64% |
| Historical Sharpe Ratio (5Y) | 0.1068 |
| Historical Sortino (5Y) | 0.1823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.49% |