Qorvo Inc (QRVO)
116.53
+1.83
(+1.60%)
USD |
NASDAQ |
Apr 26, 11:28
Qorvo Max Drawdown (5Y): 60.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
February 28, 2022 | 41.56% |
January 31, 2022 | 41.56% |
December 31, 2021 | 41.56% |
November 30, 2021 | 41.56% |
October 31, 2021 | 41.56% |
September 30, 2021 | 42.44% |
August 31, 2021 | 43.02% |
July 31, 2021 | 43.02% |
June 30, 2021 | 43.02% |
May 31, 2021 | 43.02% |
April 30, 2021 | 43.02% |
March 31, 2021 | 43.02% |
February 28, 2021 | 49.31% |
January 31, 2021 | 49.31% |
December 31, 2020 | 49.31% |
November 30, 2020 | 60.68% |
October 31, 2020 | 60.68% |
September 30, 2020 | 60.68% |
August 31, 2020 | 60.68% |
July 31, 2020 | 60.68% |
June 30, 2020 | 60.68% |
May 31, 2020 | 60.68% |
April 30, 2020 | 60.68% |
March 31, 2020 | 60.68% |
February 29, 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
Oct 2021
60.74%
Maximum
Oct 2022
55.36%
Average
60.68%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Skyworks Solutions Inc | 59.23% |
NVIDIA Corp | 66.34% |
Qualcomm Inc | 44.29% |
Apple Inc | 31.43% |
Advanced Micro Devices Inc | 65.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.49 |
Beta (5Y) | 1.56 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.45% |
Historical Sharpe Ratio (5Y) | 0.2159 |
Historical Sortino (5Y) | 0.4167 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |