Qualcomm Inc (QCOM)

152.89 +2.49 (+1.66%) USD  |  NASDAQ  |  Dec 20, 16:00
155.55 +2.66 (+1.74%) After-Hours: 20:00
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Qualcomm Max Drawdown (5Y): 44.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Arista Networks Inc 52.20%
Dell Technologies Inc 58.65%
Apple Inc 31.43%
Analog Devices Inc 33.60%
Applied Materials Inc 55.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.914
Beta (5Y) 1.255
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.92%
Historical Sharpe Ratio (5Y) 0.3651
Historical Sortino (5Y) 0.7258
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.90%