Qualcomm Inc (QCOM)
189.00
+4.79
(+2.60%)
USD |
NASDAQ |
May 14, 16:00
188.80
-0.20
(-0.11%)
After-Hours: 20:00
Qualcomm Max Drawdown (5Y): 44.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.29% |
March 31, 2024 | 44.29% |
February 29, 2024 | 44.29% |
January 31, 2024 | 44.29% |
December 31, 2023 | 44.29% |
November 30, 2023 | 44.29% |
October 31, 2023 | 44.29% |
September 30, 2023 | 44.29% |
August 31, 2023 | 44.29% |
July 31, 2023 | 44.29% |
June 30, 2023 | 44.29% |
May 31, 2023 | 44.29% |
April 30, 2023 | 44.29% |
March 31, 2023 | 44.29% |
February 28, 2023 | 44.29% |
January 31, 2023 | 44.29% |
December 31, 2022 | 44.29% |
November 30, 2022 | 44.29% |
October 31, 2022 | 41.74% |
September 30, 2022 | 39.41% |
August 31, 2022 | 36.01% |
July 31, 2022 | 36.01% |
June 30, 2022 | 36.01% |
May 31, 2022 | 36.01% |
April 30, 2022 | 36.01% |
Date | Value |
---|---|
March 31, 2022 | 36.01% |
February 28, 2022 | 36.01% |
January 31, 2022 | 36.01% |
December 31, 2021 | 36.01% |
November 30, 2021 | 36.01% |
October 31, 2021 | 36.01% |
September 30, 2021 | 36.01% |
August 31, 2021 | 36.01% |
July 31, 2021 | 36.01% |
June 30, 2021 | 36.01% |
May 31, 2021 | 36.01% |
April 30, 2021 | 36.01% |
March 31, 2021 | 36.01% |
February 28, 2021 | 36.01% |
January 31, 2021 | 36.01% |
December 31, 2020 | 36.01% |
November 30, 2020 | 45.08% |
October 31, 2020 | 45.08% |
September 30, 2020 | 45.08% |
August 31, 2020 | 45.08% |
July 31, 2020 | 45.08% |
June 30, 2020 | 45.08% |
May 31, 2020 | 45.08% |
April 30, 2020 | 45.08% |
March 31, 2020 | 45.08% |
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
36.01%
Minimum
Dec 2020
45.08%
Maximum
May 2019
41.52%
Average
44.29%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
Super Micro Computer Inc | 60.35% |
Apple Inc | 31.43% |
Applied Materials Inc | 55.14% |
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 61.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0767 |
Beta (5Y) | 1.328 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.27% |
Historical Sharpe Ratio (5Y) | 0.4061 |
Historical Sortino (5Y) | 0.8055 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |