Qualcomm Inc (QCOM)
160.00
-1.44
(-0.89%)
USD |
NASDAQ |
Apr 19, 10:28
Qualcomm Max Drawdown (5Y): 44.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 44.29% |
| February 29, 2024 | 44.29% |
| January 31, 2024 | 44.29% |
| December 31, 2023 | 44.29% |
| November 30, 2023 | 44.29% |
| October 31, 2023 | 44.29% |
| September 30, 2023 | 44.29% |
| August 31, 2023 | 44.29% |
| July 31, 2023 | 44.29% |
| June 30, 2023 | 44.29% |
| May 31, 2023 | 44.29% |
| April 30, 2023 | 44.29% |
| March 31, 2023 | 44.29% |
| February 28, 2023 | 44.29% |
| January 31, 2023 | 44.29% |
| December 31, 2022 | 44.29% |
| November 30, 2022 | 44.29% |
| October 31, 2022 | 41.74% |
| September 30, 2022 | 39.41% |
| August 31, 2022 | 36.01% |
| July 31, 2022 | 36.01% |
| June 30, 2022 | 36.01% |
| May 31, 2022 | 36.01% |
| April 30, 2022 | 36.01% |
| March 31, 2022 | 36.01% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.01% |
| January 31, 2022 | 36.01% |
| December 31, 2021 | 36.01% |
| November 30, 2021 | 36.01% |
| October 31, 2021 | 36.01% |
| September 30, 2021 | 36.01% |
| August 31, 2021 | 36.01% |
| July 31, 2021 | 36.01% |
| June 30, 2021 | 36.01% |
| May 31, 2021 | 36.01% |
| April 30, 2021 | 36.01% |
| March 31, 2021 | 36.01% |
| February 28, 2021 | 36.01% |
| January 31, 2021 | 36.01% |
| December 31, 2020 | 36.01% |
| November 30, 2020 | 45.08% |
| October 31, 2020 | 45.08% |
| September 30, 2020 | 45.08% |
| August 31, 2020 | 45.08% |
| July 31, 2020 | 45.08% |
| June 30, 2020 | 45.08% |
| May 31, 2020 | 45.08% |
| April 30, 2020 | 45.08% |
| March 31, 2020 | 45.08% |
| February 29, 2020 | 45.08% |
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
36.01%
Minimum
Dec 2020
45.08%
Maximum
Apr 2019
41.53%
Average
44.29%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Analog Devices Inc | 33.60% |
| Applied Materials Inc | 55.14% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 61.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.888 |
| Beta (5Y) | 1.413 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.12% |
| Historical Sharpe Ratio (5Y) | 0.6827 |
| Historical Sortino (5Y) | 1.321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.78% |