Cirrus Logic Inc (CRUS)
88.48
+2.57
(+2.99%)
USD |
NASDAQ |
May 03, 16:00
88.42
-0.06
(-0.07%)
Pre-Market: 20:00
Cirrus Logic Max Drawdown (5Y): 41.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.54% |
March 31, 2024 | 46.61% |
February 29, 2024 | 47.48% |
January 31, 2024 | 47.48% |
December 31, 2023 | 47.48% |
November 30, 2023 | 47.48% |
October 31, 2023 | 55.94% |
September 30, 2023 | 55.94% |
August 31, 2023 | 55.94% |
July 31, 2023 | 55.94% |
June 30, 2023 | 55.94% |
May 31, 2023 | 55.94% |
April 30, 2023 | 55.94% |
March 31, 2023 | 55.94% |
February 28, 2023 | 55.94% |
January 31, 2023 | 55.94% |
December 31, 2022 | 55.94% |
November 30, 2022 | 55.94% |
October 31, 2022 | 55.94% |
September 30, 2022 | 55.94% |
August 31, 2022 | 55.94% |
July 31, 2022 | 55.94% |
June 30, 2022 | 55.94% |
May 31, 2022 | 55.94% |
April 30, 2022 | 55.94% |
Date | Value |
---|---|
March 31, 2022 | 55.94% |
February 28, 2022 | 55.94% |
January 31, 2022 | 55.94% |
December 31, 2021 | 55.94% |
November 30, 2021 | 55.94% |
October 31, 2021 | 55.94% |
September 30, 2021 | 55.94% |
August 31, 2021 | 55.94% |
July 31, 2021 | 55.94% |
June 30, 2021 | 55.94% |
May 31, 2021 | 55.94% |
April 30, 2021 | 55.94% |
March 31, 2021 | 55.94% |
February 28, 2021 | 55.94% |
January 31, 2021 | 55.94% |
December 31, 2020 | 55.94% |
November 30, 2020 | 55.94% |
October 31, 2020 | 55.94% |
September 30, 2020 | 55.94% |
August 31, 2020 | 55.94% |
July 31, 2020 | 55.94% |
June 30, 2020 | 55.94% |
May 31, 2020 | 55.94% |
April 30, 2020 | 55.94% |
March 31, 2020 | 55.94% |
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
41.54%
Minimum
Apr 2024
62.39%
Maximum
May 2019
55.52%
Average
55.94%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 61.62% |
Skyworks Solutions Inc | 59.23% |
Monolithic Power Systems Inc | 45.96% |
Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1934 |
Beta (5Y) | 0.9863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.81% |
Historical Sharpe Ratio (5Y) | 0.2882 |
Historical Sortino (5Y) | 0.53 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.58% |