Keysight Technologies Inc (KEYS)
149.76
-0.57
(-0.38%)
USD |
NYSE |
Mar 31, 16:00
148.29
-1.47
(-0.98%)
After-Hours: 17:58
Keysight Technologies Max Drawdown (5Y): 42.62% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Faro Technologies Inc | 89.26% |
| Viavi Solutions Inc | 62.88% |
| Ubiquiti Inc | 72.22% |
| Badger Meter Inc | 38.97% |
| Qorvo Inc | 67.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.266 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.67% |
| Historical Sharpe Ratio (5Y) | 0.2941 |
| Historical Sortino (5Y) | 0.5153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.74% |