UTStarcom Holdings Corp (UTSI)
2.63
-0.10
(-3.66%)
USD |
NASDAQ |
Nov 13, 16:00
UTStarcom Holdings Max Drawdown (5Y): 90.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.51% |
| September 30, 2024 | 90.51% |
| August 31, 2024 | 90.51% |
| July 31, 2024 | 90.51% |
| June 30, 2024 | 90.51% |
| May 31, 2024 | 90.51% |
| April 30, 2024 | 90.51% |
| March 31, 2024 | 90.51% |
| February 29, 2024 | 90.51% |
| January 31, 2024 | 90.51% |
| December 31, 2023 | 90.51% |
| November 30, 2023 | 90.51% |
| October 31, 2023 | 90.51% |
| September 30, 2023 | 90.51% |
| August 31, 2023 | 90.51% |
| July 31, 2023 | 90.51% |
| June 30, 2023 | 90.51% |
| May 31, 2023 | 90.51% |
| April 30, 2023 | 90.51% |
| March 31, 2023 | 90.51% |
| February 28, 2023 | 90.51% |
| January 31, 2023 | 90.51% |
| December 31, 2022 | 90.51% |
| November 30, 2022 | 90.51% |
| October 31, 2022 | 90.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.51% |
| August 31, 2022 | 90.51% |
| July 31, 2022 | 90.51% |
| June 30, 2022 | 90.51% |
| May 31, 2022 | 90.51% |
| April 30, 2022 | 89.16% |
| March 31, 2022 | 89.16% |
| February 28, 2022 | 87.58% |
| January 31, 2022 | 87.27% |
| December 31, 2021 | 87.27% |
| November 30, 2021 | 86.80% |
| October 31, 2021 | 86.80% |
| September 30, 2021 | 86.80% |
| August 31, 2021 | 86.80% |
| July 31, 2021 | 86.80% |
| June 30, 2021 | 86.80% |
| May 31, 2021 | 86.80% |
| April 30, 2021 | 86.80% |
| March 31, 2021 | 86.80% |
| February 28, 2021 | 86.80% |
| January 31, 2021 | 86.80% |
| December 31, 2020 | 86.80% |
| November 30, 2020 | 86.80% |
| October 31, 2020 | 84.89% |
| September 30, 2020 | 83.54% |
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
76.22%
Minimum
Jul 2020
90.51%
Maximum
May 2022
87.36%
Average
89.83%
Median
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | 99.43% |
| Global Mofy AI Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.99 |
| Beta (5Y) | 0.445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.52% |
| Historical Sharpe Ratio (5Y) | -0.5615 |
| Historical Sortino (5Y) | -1.054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.98% |