Qorvo Inc (QRVO)

70.53 +1.73 (+2.51%) USD  |  NASDAQ  |  Dec 20, 16:00
70.98 +0.45 (+0.64%) After-Hours: 20:00
More

Qorvo Max Drawdown (5Y): 67.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for QRVO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Qualcomm Inc 44.29%
Advanced Micro Devices Inc 65.45%
Broadcom Inc 48.30%
Apple Inc 31.43%
NVIDIA Corp 66.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.33
Beta (5Y) 1.424
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.58%
Historical Sharpe Ratio (5Y) -0.2744
Historical Sortino (5Y) -0.4284
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.94%