Comtech Telecommunications Corp (CMTL)
2.12
-0.17
(-7.42%)
USD |
NASDAQ |
Jun 14, 16:00
2.12
0.00 (0.00%)
After-Hours: 20:00
Comtech Telecommunications Max Drawdown (5Y): 95.48% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 95.48% |
April 30, 2024 | 95.48% |
March 31, 2024 | 91.05% |
February 29, 2024 | 83.08% |
January 31, 2024 | 81.90% |
December 31, 2023 | 78.45% |
November 30, 2023 | 77.02% |
October 31, 2023 | 77.02% |
September 30, 2023 | 76.02% |
August 31, 2023 | 76.02% |
July 31, 2023 | 76.02% |
June 30, 2023 | 76.02% |
May 31, 2023 | 76.02% |
April 30, 2023 | 76.02% |
March 31, 2023 | 76.02% |
February 28, 2023 | 76.02% |
January 31, 2023 | 76.02% |
December 31, 2022 | 76.02% |
November 30, 2022 | 76.02% |
October 31, 2022 | 76.02% |
September 30, 2022 | 76.02% |
August 31, 2022 | 76.02% |
July 31, 2022 | 76.02% |
June 30, 2022 | 76.02% |
May 31, 2022 | 68.95% |
Date | Value |
---|---|
April 30, 2022 | 68.95% |
March 31, 2022 | 68.95% |
February 28, 2022 | 68.95% |
January 31, 2022 | 68.95% |
December 31, 2021 | 68.95% |
November 30, 2021 | 69.72% |
October 31, 2021 | 69.81% |
September 30, 2021 | 70.35% |
August 31, 2021 | 73.25% |
July 31, 2021 | 73.25% |
June 30, 2021 | 73.25% |
May 31, 2021 | 73.25% |
April 30, 2021 | 73.25% |
March 31, 2021 | 73.25% |
February 28, 2021 | 73.25% |
January 31, 2021 | 73.25% |
December 31, 2020 | 73.25% |
November 30, 2020 | 73.25% |
October 31, 2020 | 73.25% |
September 30, 2020 | 73.25% |
August 31, 2020 | 73.25% |
July 31, 2020 | 73.25% |
June 30, 2020 | 73.25% |
May 31, 2020 | 73.25% |
April 30, 2020 | 73.25% |
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
68.95%
Minimum
Dec 2021
95.48%
Maximum
Apr 2024
74.95%
Average
73.25%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Harmonic Inc | 50.30% |
Viavi Solutions Inc | 59.53% |
KVH Industries Inc | 70.84% |
Inseego Corp | 99.13% |
BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.42 |
Beta (5Y) | 1.650 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.95% |
Historical Sharpe Ratio (5Y) | -0.5599 |
Historical Sortino (5Y) | -0.7694 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.17% |