Qorvo Inc (QRVO)
61.10
-11.54
(-15.89%)
USD |
NASDAQ |
Apr 03, 16:00
62.28
+1.18
(+1.93%)
After-Hours: 17:45
Qorvo Max Drawdown (5Y): 67.12% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Apple Inc | 30.91% |
| Qualcomm Inc | 44.29% |
| Intel Corp | 69.56% |
| Skyworks Solutions Inc | 64.75% |
| Keysight Technologies Inc | 42.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.58 |
| Beta (5Y) | 1.429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.58% |
| Historical Sharpe Ratio (5Y) | -0.1329 |
| Historical Sortino (5Y) | -0.2103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.29% |