Keysight Technologies Inc (KEYS)
170.43
+4.95
(+2.99%)
USD |
NYSE |
Nov 21, 16:00
169.71
-0.72
(-0.42%)
After-Hours: 20:00
Keysight Technologies Max Drawdown (5Y): 42.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.62% |
| September 30, 2024 | 42.62% |
| August 31, 2024 | 42.62% |
| July 31, 2024 | 42.62% |
| June 30, 2024 | 42.62% |
| May 31, 2024 | 42.62% |
| April 30, 2024 | 42.62% |
| March 31, 2024 | 42.62% |
| February 29, 2024 | 42.62% |
| January 31, 2024 | 42.62% |
| December 31, 2023 | 42.62% |
| November 30, 2023 | 42.62% |
| October 31, 2023 | 42.62% |
| September 30, 2023 | 38.59% |
| August 31, 2023 | 38.59% |
| July 31, 2023 | 37.19% |
| June 30, 2023 | 37.19% |
| May 31, 2023 | 37.19% |
| April 30, 2023 | 37.19% |
| March 31, 2023 | 37.19% |
| February 28, 2023 | 37.19% |
| January 31, 2023 | 37.19% |
| December 31, 2022 | 37.19% |
| November 30, 2022 | 37.19% |
| October 31, 2022 | 37.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.19% |
| August 31, 2022 | 37.19% |
| July 31, 2022 | 37.19% |
| June 30, 2022 | 37.19% |
| May 31, 2022 | 37.19% |
| April 30, 2022 | 32.54% |
| March 31, 2022 | 30.76% |
| February 28, 2022 | 28.24% |
| January 31, 2022 | 28.24% |
| December 31, 2021 | 28.24% |
| November 30, 2021 | 28.24% |
| October 31, 2021 | 28.24% |
| September 30, 2021 | 28.24% |
| August 31, 2021 | 28.24% |
| July 31, 2021 | 28.24% |
| June 30, 2021 | 28.24% |
| May 31, 2021 | 28.24% |
| April 30, 2021 | 33.86% |
| March 31, 2021 | 33.86% |
| February 28, 2021 | 33.86% |
| January 31, 2021 | 45.54% |
| December 31, 2020 | 45.54% |
| November 30, 2020 | 45.54% |
| October 31, 2020 | 45.54% |
| September 30, 2020 | 45.54% |
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
28.24%
Minimum
May 2021
45.54%
Maximum
Nov 2019
38.66%
Average
37.89%
Median
Max Drawdown (5Y) Benchmarks
| Badger Meter Inc | 38.97% |
| Faro Technologies Inc | 89.26% |
| Itron Inc | 65.26% |
| Cognex Corp | 62.68% |
| Mesa Laboratories Inc | 74.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.914 |
| Beta (5Y) | 0.9806 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.46% |
| Historical Sharpe Ratio (5Y) | 0.195 |
| Historical Sortino (5Y) | 0.3483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.49% |