Spirent Communications Plc (SPNUF)
2.675
0.00 (0.00%)
USD |
OTCM |
Aug 25, 16:00
Spirent Communications Max Drawdown (5Y) : 70.14% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 70.14% |
| June 30, 2026 | 70.14% |
| May 31, 2026 | 70.14% |
| April 30, 2026 | 70.14% |
| March 31, 2026 | 70.14% |
| February 28, 2026 | 70.14% |
| January 31, 2026 | 70.14% |
| December 31, 2025 | 70.14% |
| November 30, 2025 | 70.14% |
| October 31, 2025 | 70.14% |
| September 30, 2025 | 70.14% |
| August 31, 2025 | 70.14% |
| July 31, 2025 | 70.14% |
| June 30, 2025 | 70.14% |
| May 31, 2025 | 70.14% |
| April 30, 2025 | 70.14% |
| March 31, 2025 | 70.14% |
| February 28, 2025 | 70.14% |
| January 31, 2025 | 70.14% |
| December 31, 2024 | 70.14% |
| November 30, 2024 | 70.14% |
| October 31, 2024 | 70.14% |
| September 30, 2024 | 70.14% |
| August 31, 2024 | 70.14% |
| July 31, 2024 | 70.14% |
| Date | Value |
|---|---|
| June 30, 2024 | 70.14% |
| May 31, 2024 | 70.14% |
| April 30, 2024 | 70.14% |
| March 31, 2024 | 70.14% |
| February 29, 2024 | 70.14% |
| January 31, 2024 | 70.14% |
| December 31, 2023 | 70.14% |
| November 30, 2023 | 70.14% |
| October 31, 2023 | 70.14% |
| September 30, 2023 | 55.02% |
| August 31, 2023 | 54.55% |
| July 31, 2023 | 54.55% |
| June 30, 2023 | 54.55% |
| May 31, 2023 | 54.55% |
| April 30, 2023 | 54.55% |
| March 31, 2023 | 54.55% |
| February 28, 2023 | 54.55% |
| January 31, 2023 | 54.55% |
| December 31, 2022 | 54.55% |
| November 30, 2022 | 54.55% |
| October 31, 2022 | 54.55% |
| September 30, 2022 | 54.55% |
| August 31, 2022 | 54.55% |
| July 31, 2022 | 54.55% |
| June 30, 2022 | 54.55% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Telefonaktiebolaget LM Ericsson | 66.69% |
| Ituran Location & Control Ltd. | 40.71% |
| Telkonet, Inc. | 98.97% |
| Plover Bay Technologies Ltd. | -- |
| Amper SA | 96.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.44 |
| Beta (5Y) | 0.5280 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.42% |
| Historical Sharpe Ratio (5Y) | -0.2123 |
| Historical Sortino (5Y) | -0.3216 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.79% |