Ciena Corp (CIEN)
47.35
+0.72
(+1.54%)
USD |
NYSE |
May 02, 14:23
Ciena Max Drawdown (5Y): 49.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.54% |
| March 31, 2024 | 49.54% |
| February 29, 2024 | 49.54% |
| January 31, 2024 | 49.54% |
| December 31, 2023 | 49.54% |
| November 30, 2023 | 49.54% |
| October 31, 2023 | 49.54% |
| September 30, 2023 | 49.54% |
| August 31, 2023 | 49.54% |
| July 31, 2023 | 49.54% |
| June 30, 2023 | 49.54% |
| May 31, 2023 | 49.54% |
| April 30, 2023 | 49.54% |
| March 31, 2023 | 49.54% |
| February 28, 2023 | 49.54% |
| January 31, 2023 | 49.54% |
| December 31, 2022 | 49.54% |
| November 30, 2022 | 49.54% |
| October 31, 2022 | 49.54% |
| September 30, 2022 | 48.83% |
| August 31, 2022 | 45.82% |
| July 31, 2022 | 45.82% |
| June 30, 2022 | 45.82% |
| May 31, 2022 | 37.02% |
| April 30, 2022 | 36.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.97% |
| February 28, 2022 | 36.97% |
| January 31, 2022 | 36.97% |
| December 31, 2021 | 36.97% |
| November 30, 2021 | 36.97% |
| October 31, 2021 | 36.97% |
| September 30, 2021 | 36.97% |
| August 31, 2021 | 36.97% |
| July 31, 2021 | 36.97% |
| June 30, 2021 | 36.97% |
| May 31, 2021 | 36.97% |
| April 30, 2021 | 36.97% |
| March 31, 2021 | 36.97% |
| February 28, 2021 | 43.15% |
| January 31, 2021 | 43.15% |
| December 31, 2020 | 43.15% |
| November 30, 2020 | 43.15% |
| October 31, 2020 | 43.15% |
| September 30, 2020 | 43.15% |
| August 31, 2020 | 43.15% |
| July 31, 2020 | 43.15% |
| June 30, 2020 | 43.15% |
| May 31, 2020 | 43.15% |
| April 30, 2020 | 43.15% |
| March 31, 2020 | 43.15% |
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
36.97%
Minimum
Mar 2021
50.85%
Maximum
May 2019
44.36%
Average
43.15%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Clearfield Inc | 82.52% |
| Netgear Inc | 76.94% |
| DZS Inc | 95.76% |
| Franklin Wireless Corp | 89.23% |
| Impinj Inc | 78.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.414 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.07% |
| Historical Sharpe Ratio (5Y) | 0.0461 |
| Historical Sortino (5Y) | 0.0734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |