Motorola Solutions Inc (MSI)

471.38 +1.61 (+0.34%) USD  |  NYSE  |  Dec 24, 12:50
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Motorola Solutions Max Drawdown (5Y): 32.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 10.55
Beta (5Y) 0.9907
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.65%
Historical Sharpe Ratio (5Y) 1.006
Historical Sortino (5Y) 1.253
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.98%