Motorola Solutions Inc (MSI)
500.90
+6.06
(+1.22%)
USD |
NYSE |
Nov 22, 16:00
500.96
+0.06
(+0.01%)
After-Hours: 20:00
Motorola Solutions Max Drawdown (5Y): 32.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.77% |
| September 30, 2024 | 32.77% |
| August 31, 2024 | 32.77% |
| July 31, 2024 | 32.77% |
| June 30, 2024 | 32.77% |
| May 31, 2024 | 32.77% |
| April 30, 2024 | 32.77% |
| March 31, 2024 | 32.77% |
| February 29, 2024 | 32.77% |
| January 31, 2024 | 32.77% |
| December 31, 2023 | 32.77% |
| November 30, 2023 | 32.77% |
| October 31, 2023 | 32.77% |
| September 30, 2023 | 32.77% |
| August 31, 2023 | 32.77% |
| July 31, 2023 | 32.77% |
| June 30, 2023 | 32.77% |
| May 31, 2023 | 32.77% |
| April 30, 2023 | 32.77% |
| March 31, 2023 | 32.77% |
| February 28, 2023 | 32.77% |
| January 31, 2023 | 32.77% |
| December 31, 2022 | 32.77% |
| November 30, 2022 | 32.77% |
| October 31, 2022 | 32.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.77% |
| August 31, 2022 | 32.77% |
| July 31, 2022 | 32.77% |
| June 30, 2022 | 32.77% |
| May 31, 2022 | 32.77% |
| April 30, 2022 | 32.77% |
| March 31, 2022 | 32.77% |
| February 28, 2022 | 32.77% |
| January 31, 2022 | 32.77% |
| December 31, 2021 | 32.77% |
| November 30, 2021 | 32.77% |
| October 31, 2021 | 32.77% |
| September 30, 2021 | 32.77% |
| August 31, 2021 | 32.77% |
| July 31, 2021 | 32.77% |
| June 30, 2021 | 32.77% |
| May 31, 2021 | 32.77% |
| April 30, 2021 | 32.77% |
| March 31, 2021 | 32.77% |
| February 28, 2021 | 32.77% |
| January 31, 2021 | 32.77% |
| December 31, 2020 | 32.77% |
| November 30, 2020 | 32.77% |
| October 31, 2020 | 32.77% |
| September 30, 2020 | 32.77% |
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
18.19%
Minimum
Nov 2019
32.77%
Maximum
Mar 2020
31.80%
Average
32.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comtech Telecommunications Corp | 95.48% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 62.88% |
| KVH Industries Inc | 71.49% |
| BK Technologies Corp | 80.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.772 |
| Beta (5Y) | 0.9723 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.75% |
| Historical Sharpe Ratio (5Y) | 0.8978 |
| Historical Sortino (5Y) | 1.123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.98% |