Viavi Solutions Inc (VIAV)
7.52
+0.13
(+1.76%)
USD |
NASDAQ |
May 31, 16:00
7.525
0.00 (0.00%)
Pre-Market: 20:00
Viavi Solutions Max Drawdown (5Y): 59.53% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 44.13% |
March 31, 2021 | 44.13% |
February 28, 2021 | 44.13% |
January 31, 2021 | 44.13% |
December 31, 2020 | 48.44% |
November 30, 2020 | 59.89% |
October 31, 2020 | 62.29% |
September 30, 2020 | 63.46% |
August 31, 2020 | 63.46% |
July 31, 2020 | 64.40% |
June 30, 2020 | 67.52% |
May 31, 2020 | 67.65% |
April 30, 2020 | 67.65% |
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
Jan 2021
67.65%
Maximum
Jun 2019
53.53%
Average
51.67%
Median
Apr 2023
Max Drawdown (5Y) Benchmarks
Apple Inc | 31.43% |
Airgain Inc | 94.02% |
Motorola Solutions Inc | 32.77% |
Comtech Telecommunications Corp | 95.48% |
BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.02 |
Beta (5Y) | 0.943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.71% |
Historical Sharpe Ratio (5Y) | -0.3393 |
Historical Sortino (5Y) | -0.5094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |