Marvell Technology Inc (MRVL)
89.86
+0.52
(+0.58%)
USD |
NASDAQ |
Nov 20, 16:00
91.22
+1.36
(+1.51%)
After-Hours: 07:19
Marvell Technology Max Drawdown (5Y): 61.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.88% |
| September 30, 2024 | 61.88% |
| August 31, 2024 | 61.88% |
| July 31, 2024 | 61.88% |
| June 30, 2024 | 61.88% |
| May 31, 2024 | 61.88% |
| April 30, 2024 | 61.88% |
| March 31, 2024 | 61.88% |
| February 29, 2024 | 61.88% |
| January 31, 2024 | 61.88% |
| December 31, 2023 | 61.88% |
| November 30, 2023 | 61.88% |
| October 31, 2023 | 61.88% |
| September 30, 2023 | 61.88% |
| August 31, 2023 | 61.88% |
| July 31, 2023 | 61.88% |
| June 30, 2023 | 61.88% |
| May 31, 2023 | 61.88% |
| April 30, 2023 | 61.88% |
| March 31, 2023 | 61.88% |
| February 28, 2023 | 61.88% |
| January 31, 2023 | 61.88% |
| December 31, 2022 | 61.18% |
| November 30, 2022 | 59.72% |
| October 31, 2022 | 59.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.43% |
| August 31, 2022 | 53.43% |
| July 31, 2022 | 53.43% |
| June 30, 2022 | 52.35% |
| May 31, 2022 | 42.66% |
| April 30, 2022 | 40.10% |
| March 31, 2022 | 40.10% |
| February 28, 2022 | 40.10% |
| January 31, 2022 | 40.10% |
| December 31, 2021 | 40.10% |
| November 30, 2021 | 40.10% |
| October 31, 2021 | 40.10% |
| September 30, 2021 | 40.10% |
| August 31, 2021 | 40.10% |
| July 31, 2021 | 40.10% |
| June 30, 2021 | 41.59% |
| May 31, 2021 | 43.15% |
| April 30, 2021 | 43.15% |
| March 31, 2021 | 43.15% |
| February 28, 2021 | 43.46% |
| January 31, 2021 | 54.11% |
| December 31, 2020 | 60.33% |
| November 30, 2020 | 60.38% |
| October 31, 2020 | 60.38% |
| September 30, 2020 | 60.62% |
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
40.10%
Minimum
Jul 2021
61.88%
Maximum
Jan 2023
55.24%
Average
60.62%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
| Broadcom Inc | 48.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.520 |
| Beta (5Y) | 1.442 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.90% |
| Historical Sharpe Ratio (5Y) | 0.5359 |
| Historical Sortino (5Y) | 1.120 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |