Qorvo Inc (QRVO)
67.87
+2.21
(+3.37%)
USD |
NASDAQ |
Nov 21, 16:00
67.85
-0.02
(-0.03%)
After-Hours: 20:00
Qorvo Max Drawdown (5Y): 64.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.29% |
| September 30, 2024 | 60.74% |
| August 31, 2024 | 60.74% |
| July 31, 2024 | 60.74% |
| June 30, 2024 | 60.74% |
| May 31, 2024 | 60.74% |
| April 30, 2024 | 60.74% |
| March 31, 2024 | 60.74% |
| February 29, 2024 | 60.74% |
| January 31, 2024 | 60.74% |
| December 31, 2023 | 60.74% |
| November 30, 2023 | 60.74% |
| October 31, 2023 | 60.74% |
| September 30, 2023 | 60.74% |
| August 31, 2023 | 60.74% |
| July 31, 2023 | 60.74% |
| June 30, 2023 | 60.74% |
| May 31, 2023 | 60.74% |
| April 30, 2023 | 60.74% |
| March 31, 2023 | 60.74% |
| February 28, 2023 | 60.74% |
| January 31, 2023 | 60.74% |
| December 31, 2022 | 60.74% |
| November 30, 2022 | 60.74% |
| October 31, 2022 | 60.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.20% |
| August 31, 2022 | 55.01% |
| July 31, 2022 | 53.66% |
| June 30, 2022 | 53.33% |
| May 31, 2022 | 49.44% |
| April 30, 2022 | 45.20% |
| March 31, 2022 | 41.56% |
| February 28, 2022 | 41.56% |
| January 31, 2022 | 41.56% |
| December 31, 2021 | 41.56% |
| November 30, 2021 | 42.44% |
| October 31, 2021 | 43.02% |
| September 30, 2021 | 43.02% |
| August 31, 2021 | 43.02% |
| July 31, 2021 | 43.02% |
| June 30, 2021 | 43.02% |
| May 31, 2021 | 43.02% |
| April 30, 2021 | 49.31% |
| March 31, 2021 | 49.31% |
| February 28, 2021 | 49.31% |
| January 31, 2021 | 60.68% |
| December 31, 2020 | 60.68% |
| November 30, 2020 | 60.68% |
| October 31, 2020 | 60.68% |
| September 30, 2020 | 60.68% |
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
41.56%
Minimum
Dec 2021
64.29%
Maximum
Oct 2024
56.06%
Average
60.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Qualcomm Inc | 44.29% |
| Apple Inc | 31.43% |
| Skyworks Solutions Inc | 59.23% |
| Broadcom Inc | 48.30% |
| Advanced Micro Devices Inc | 65.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.06 |
| Beta (5Y) | 1.487 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.71% |
| Historical Sharpe Ratio (5Y) | -0.14 |
| Historical Sortino (5Y) | -0.2555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.81% |