Lumentum Holdings Inc (LITE)
85.13
-2.93
(-3.33%)
USD |
NASDAQ |
Nov 14, 16:00
85.38
+0.25
(+0.29%)
After-Hours: 20:00
Lumentum Holdings Max Drawdown (5Y): 66.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.89% |
| September 30, 2024 | 66.89% |
| August 31, 2024 | 66.89% |
| July 31, 2024 | 66.89% |
| June 30, 2024 | 66.89% |
| May 31, 2024 | 66.89% |
| April 30, 2024 | 66.89% |
| March 31, 2024 | 66.89% |
| February 29, 2024 | 66.89% |
| January 31, 2024 | 66.89% |
| December 31, 2023 | 66.89% |
| November 30, 2023 | 66.89% |
| October 31, 2023 | 66.89% |
| September 30, 2023 | 61.24% |
| August 31, 2023 | 61.24% |
| July 31, 2023 | 61.24% |
| June 30, 2023 | 61.24% |
| May 31, 2023 | 61.24% |
| April 30, 2023 | 58.47% |
| March 31, 2023 | 54.64% |
| February 28, 2023 | 54.64% |
| January 31, 2023 | 54.64% |
| December 31, 2022 | 54.64% |
| November 30, 2022 | 50.86% |
| October 31, 2022 | 48.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.77% |
| August 31, 2022 | 48.77% |
| July 31, 2022 | 48.77% |
| June 30, 2022 | 48.77% |
| May 31, 2022 | 48.77% |
| April 30, 2022 | 48.77% |
| March 31, 2022 | 48.77% |
| February 28, 2022 | 48.77% |
| January 31, 2022 | 48.77% |
| December 31, 2021 | 48.77% |
| November 30, 2021 | 48.77% |
| October 31, 2021 | 48.77% |
| September 30, 2021 | 48.77% |
| August 31, 2021 | 48.77% |
| July 31, 2021 | 48.77% |
| June 30, 2021 | 48.77% |
| May 31, 2021 | 48.77% |
| April 30, 2021 | 48.77% |
| March 31, 2021 | 48.77% |
| February 28, 2021 | 48.77% |
| January 31, 2021 | 48.77% |
| December 31, 2020 | 48.77% |
| November 30, 2020 | 48.77% |
| October 31, 2020 | 48.77% |
| September 30, 2020 | 48.77% |
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
48.77%
Minimum
Nov 2019
66.89%
Maximum
Oct 2023
54.32%
Average
48.77%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Key Tronic Corp | 77.30% |
| Qualcomm Inc | 44.29% |
| Synaptics Inc | 76.75% |
| Red Cat Holdings Inc | 99.98% |
| Rigetti Computing Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.32 |
| Beta (5Y) | 0.8788 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.90% |
| Historical Sharpe Ratio (5Y) | -0.0496 |
| Historical Sortino (5Y) | -0.0857 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |