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Lumentum Holdings Inc. (LITE)

Equity · Currency in USD
Sector
Technology
Industry
Communication Equipment
ISIN
US55024U1097
CUSIP
55024U109

LITEPrice Chart


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LITEPerformance

The chart shows the growth of $10,000 invested in Lumentum Holdings Inc. on Jul 27, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $62,565 for a total return of roughly 525.65%. All prices are adjusted for splits and dividends.


LITE (Lumentum Holdings Inc.)
Benchmark (S&P 500)

LITEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.56%-2.17%
1M3.67%0.62%
6M30.78%6.95%
1Y-0.87%22.39%
5Y23.95%15.44%
10Y32.73%13.28%

LITEMonthly Returns Heatmap


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LITESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Lumentum Holdings Inc. Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


LITE (Lumentum Holdings Inc.)
Benchmark (S&P 500)

LITEDividends


Lumentum Holdings Inc. doesn't pay dividends

LITEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


LITE (Lumentum Holdings Inc.)
Benchmark (S&P 500)

LITEWorst Drawdowns

The table below shows the maximum drawdowns of the Lumentum Holdings Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Lumentum Holdings Inc. is 48.77%, recorded on Nov 12, 2018. It took 262 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.77%Mar 15, 2018169Nov 12, 2018262Nov 27, 2019431
-39.79%Aug 4, 201554Oct 19, 201575Feb 5, 2016129
-38.1%Jan 13, 202184May 13, 2021
-37.31%Jul 25, 2017135Feb 5, 201823Mar 9, 2018158
-33.07%Feb 13, 202026Mar 20, 202093Aug 3, 2020119
-26.49%Aug 5, 202026Sep 10, 202072Dec 22, 202098
-24.49%Oct 11, 201615Oct 31, 201668Feb 8, 201783
-21.85%Mar 29, 201722Apr 28, 201712May 16, 201734
-20.94%Apr 11, 201629May 19, 201644Jul 22, 201673
-17.98%Feb 22, 201715Mar 14, 20178Mar 24, 201723

LITEVolatility Chart

Current Lumentum Holdings Inc. volatility is 19.04%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


LITE (Lumentum Holdings Inc.)
Benchmark (S&P 500)

Portfolios with Lumentum Holdings Inc.


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