Ribbon Communications Inc (RBBN)
3.19
+0.02
(+0.63%)
USD |
NASDAQ |
May 01, 13:07
Ribbon Communications Max Drawdown (5Y): 86.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.32% |
March 31, 2024 | 86.32% |
February 29, 2024 | 86.32% |
January 31, 2024 | 86.32% |
December 31, 2023 | 86.32% |
November 30, 2023 | 86.32% |
October 31, 2023 | 86.32% |
September 30, 2023 | 86.32% |
August 31, 2023 | 86.32% |
July 31, 2023 | 86.32% |
June 30, 2023 | 86.32% |
May 31, 2023 | 86.32% |
April 30, 2023 | 86.32% |
March 31, 2023 | 86.32% |
February 28, 2023 | 86.32% |
January 31, 2023 | 86.32% |
December 31, 2022 | 86.32% |
November 30, 2022 | 86.32% |
October 31, 2022 | 86.32% |
September 30, 2022 | 86.32% |
August 31, 2022 | 86.32% |
July 31, 2022 | 86.32% |
June 30, 2022 | 86.32% |
May 31, 2022 | 86.32% |
April 30, 2022 | 86.32% |
Date | Value |
---|---|
March 31, 2022 | 86.32% |
February 28, 2022 | 86.32% |
January 31, 2022 | 86.32% |
December 31, 2021 | 86.32% |
November 30, 2021 | 86.32% |
October 31, 2021 | 86.32% |
September 30, 2021 | 86.32% |
August 31, 2021 | 86.32% |
July 31, 2021 | 86.32% |
June 30, 2021 | 86.32% |
May 31, 2021 | 86.32% |
April 30, 2021 | 86.32% |
March 31, 2021 | 86.32% |
February 28, 2021 | 86.32% |
January 31, 2021 | 86.32% |
December 31, 2020 | 86.32% |
November 30, 2020 | 86.32% |
October 31, 2020 | 86.32% |
September 30, 2020 | 86.32% |
August 31, 2020 | 86.32% |
July 31, 2020 | 86.32% |
June 30, 2020 | 86.32% |
May 31, 2020 | 86.32% |
April 30, 2020 | 86.32% |
March 31, 2020 | 86.32% |
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
79.27%
Minimum
May 2019
86.32%
Maximum
Nov 2019
85.62%
Average
86.32%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Cogent Communications Holdings Inc | 39.34% |
Consolidated Communications Holdings Inc | 85.35% |
Lumen Technologies Inc | 92.87% |
IDT Corp | 71.95% |
Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.12 |
Beta (5Y) | 1.175 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.93% |
Historical Sharpe Ratio (5Y) | -0.191 |
Historical Sortino (5Y) | -0.314 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.53% |