KVH Industries Inc (KVHI)
4.78
+0.02
(+0.42%)
USD |
NASDAQ |
Apr 26, 16:00
4.75
-0.03
(-0.63%)
After-Hours: 20:00
KVH Industries Max Drawdown (5Y): 70.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 70.84% |
| February 29, 2024 | 70.84% |
| January 31, 2024 | 70.84% |
| December 31, 2023 | 70.84% |
| November 30, 2023 | 70.84% |
| October 31, 2023 | 70.38% |
| September 30, 2023 | 66.43% |
| August 31, 2023 | 65.37% |
| July 31, 2023 | 52.60% |
| June 30, 2023 | 52.60% |
| May 31, 2023 | 52.60% |
| April 30, 2023 | 52.60% |
| March 31, 2023 | 52.60% |
| February 28, 2023 | 52.60% |
| January 31, 2023 | 52.60% |
| December 31, 2022 | 52.60% |
| November 30, 2022 | 52.60% |
| October 31, 2022 | 52.60% |
| September 30, 2022 | 52.60% |
| August 31, 2022 | 52.60% |
| July 31, 2022 | 52.60% |
| June 30, 2022 | 52.60% |
| May 31, 2022 | 52.60% |
| April 30, 2022 | 51.52% |
| March 31, 2022 | 51.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.52% |
| January 31, 2022 | 51.52% |
| December 31, 2021 | 51.52% |
| November 30, 2021 | 51.52% |
| October 31, 2021 | 51.52% |
| September 30, 2021 | 51.52% |
| August 31, 2021 | 51.52% |
| July 31, 2021 | 51.52% |
| June 30, 2021 | 51.52% |
| May 31, 2021 | 51.52% |
| April 30, 2021 | 53.29% |
| March 31, 2021 | 53.29% |
| February 28, 2021 | 53.29% |
| January 31, 2021 | 53.29% |
| December 31, 2020 | 53.29% |
| November 30, 2020 | 53.29% |
| October 31, 2020 | 53.29% |
| September 30, 2020 | 53.29% |
| August 31, 2020 | 53.29% |
| July 31, 2020 | 53.29% |
| June 30, 2020 | 53.29% |
| May 31, 2020 | 53.29% |
| April 30, 2020 | 53.29% |
| March 31, 2020 | 53.29% |
| February 29, 2020 | 53.29% |
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
51.52%
Minimum
May 2021
70.84%
Maximum
Nov 2023
54.93%
Average
53.29%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Comtech Telecommunications Corp | 91.05% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 58.53% |
| Inseego Corp | 99.13% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.33 |
| Beta (5Y) | 0.6443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.71% |
| Historical Sharpe Ratio (5Y) | -0.3958 |
| Historical Sortino (5Y) | -0.5853 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |