Viavi Solutions Inc (VIAV)

10.19 -0.05 (-0.49%) USD  |  NASDAQ  |  Dec 20, 16:00
10.19 0.00 (0.00%) After-Hours: 20:00
More

Viavi Solutions Max Drawdown (5Y): 62.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for VIAV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
CommScope Holding Co Inc 96.50%
Comtech Telecommunications Corp 95.48%
Harmonic Inc 50.30%
KVH Industries Inc 71.49%
BK Technologies Corp 80.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.60
Beta (5Y) 0.9186
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.39%
Historical Sharpe Ratio (5Y) -0.3095
Historical Sortino (5Y) -0.4704
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.99%