Viavi Solutions Inc (VIAV)
9.90
+0.08
(+0.81%)
USD |
NASDAQ |
Nov 21, 16:00
9.89
-0.01
(-0.10%)
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 | 49.93% |
| March 31, 2021 | 49.93% |
| February 28, 2021 | 58.04% |
| January 31, 2021 | 68.71% |
| December 31, 2020 | 70.46% |
| November 30, 2020 | 70.46% |
| October 31, 2020 | 70.46% |
| September 30, 2020 | 70.46% |
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
May 2021
70.46%
Maximum
Nov 2019
55.36%
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 | 80.19% |
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% |