Viavi Solutions Inc (VIAV)
9.58
-0.28
(-2.84%)
USD |
NASDAQ |
Nov 04, 16:00
9.61
+0.03
(+0.31%)
After-Hours: 20:00
Viavi Solutions Max Drawdown (5Y): 62.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.88% |
| September 30, 2024 | 62.88% |
| August 31, 2024 | 62.88% |
| July 31, 2024 | 62.88% |
| June 30, 2024 | 62.88% |
| May 31, 2024 | 59.53% |
| April 30, 2024 | 58.53% |
| March 31, 2024 | 58.53% |
| February 29, 2024 | 58.53% |
| January 31, 2024 | 58.53% |
| December 31, 2023 | 58.53% |
| November 30, 2023 | 58.53% |
| October 31, 2023 | 58.53% |
| September 30, 2023 | 51.67% |
| August 31, 2023 | 51.67% |
| July 31, 2023 | 51.67% |
| June 30, 2023 | 51.67% |
| May 31, 2023 | 51.67% |
| April 30, 2023 | 51.67% |
| March 31, 2023 | 44.13% |
| February 28, 2023 | 44.13% |
| January 31, 2023 | 44.13% |
| December 31, 2022 | 44.13% |
| November 30, 2022 | 44.13% |
| October 31, 2022 | 44.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.13% |
| August 31, 2022 | 44.13% |
| July 31, 2022 | 44.13% |
| June 30, 2022 | 44.13% |
| May 31, 2022 | 44.13% |
| April 30, 2022 | 44.13% |
| March 31, 2022 | 44.13% |
| February 28, 2022 | 44.13% |
| January 31, 2022 | 44.13% |
| December 31, 2021 | 44.13% |
| November 30, 2021 | 44.13% |
| October 31, 2021 | 44.13% |
| September 30, 2021 | 44.13% |
| August 31, 2021 | 44.13% |
| July 31, 2021 | 44.13% |
| June 30, 2021 | 44.13% |
| May 31, 2021 | 44.13% |
| April 30, 2021 | 44.13% |
| March 31, 2021 | 44.13% |
| February 28, 2021 | 44.13% |
| January 31, 2021 | 44.13% |
| December 31, 2020 | 48.44% |
| November 30, 2020 | 59.89% |
| October 31, 2020 | 62.29% |
| September 30, 2020 | 63.46% |
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
44.13%
Minimum
Jan 2021
67.65%
Maximum
Nov 2019
53.14%
Average
51.67%
Median
Apr 2023
Max Drawdown (5Y) Benchmarks
| Comtech Telecommunications Corp | 95.48% |
| Harmonic Inc | 50.30% |
| KVH Industries Inc | 71.49% |
| Inseego Corp | 99.13% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.33 |
| Beta (5Y) | 0.8964 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.10% |
| Historical Sharpe Ratio (5Y) | -0.3854 |
| Historical Sortino (5Y) | -0.5815 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |