Cisco Systems Inc (CSCO)
48.08
-0.26
(-0.55%)
USD |
NASDAQ |
Apr 25, 10:30
Cisco Systems Max Drawdown (5Y): 41.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.97% |
February 29, 2024 | 41.97% |
January 31, 2024 | 41.97% |
December 31, 2023 | 41.97% |
November 30, 2023 | 41.97% |
October 31, 2023 | 41.97% |
September 30, 2023 | 41.97% |
August 31, 2023 | 41.97% |
July 31, 2023 | 41.97% |
June 30, 2023 | 41.97% |
May 31, 2023 | 41.97% |
April 30, 2023 | 41.97% |
March 31, 2023 | 41.97% |
February 28, 2023 | 41.97% |
January 31, 2023 | 41.97% |
December 31, 2022 | 41.97% |
November 30, 2022 | 41.97% |
October 31, 2022 | 41.97% |
September 30, 2022 | 41.97% |
August 31, 2022 | 41.97% |
July 31, 2022 | 41.97% |
June 30, 2022 | 41.97% |
May 31, 2022 | 41.97% |
April 30, 2022 | 41.97% |
March 31, 2022 | 41.97% |
Date | Value |
---|---|
February 28, 2022 | 41.97% |
January 31, 2022 | 41.97% |
December 31, 2021 | 41.97% |
November 30, 2021 | 41.97% |
October 31, 2021 | 41.97% |
September 30, 2021 | 41.97% |
August 31, 2021 | 41.97% |
July 31, 2021 | 41.97% |
June 30, 2021 | 41.97% |
May 31, 2021 | 41.97% |
April 30, 2021 | 41.97% |
March 31, 2021 | 41.97% |
February 28, 2021 | 41.97% |
January 31, 2021 | 41.97% |
December 31, 2020 | 41.97% |
November 30, 2020 | 41.97% |
October 31, 2020 | 41.97% |
September 30, 2020 | 41.97% |
August 31, 2020 | 41.97% |
July 31, 2020 | 41.97% |
June 30, 2020 | 41.97% |
May 31, 2020 | 41.97% |
April 30, 2020 | 41.97% |
March 31, 2020 | 41.97% |
February 29, 2020 | 30.20% |
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
23.07%
Minimum
Apr 2019
41.97%
Maximum
Mar 2020
38.67%
Average
41.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Apple Inc | 31.43% |
NVIDIA Corp | 66.34% |
Broadcom Inc | 48.30% |
Hewlett Packard Enterprise Co | 56.91% |
Intel Corp | 61.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.90 |
Beta (5Y) | 0.8703 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.06% |
Historical Sharpe Ratio (5Y) | -0.0214 |
Historical Sortino (5Y) | -0.0305 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.05% |