Advanced Energy Industries Inc (AEIS)
95.54
-0.54
(-0.56%)
USD |
NASDAQ |
May 02, 16:00
95.50
-0.04
(-0.04%)
After-Hours: 20:00
Advanced Energy Industries Max Drawdown (5Y): 62.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.28% |
March 31, 2024 | 62.28% |
February 29, 2024 | 62.28% |
January 31, 2024 | 62.28% |
December 31, 2023 | 62.28% |
November 30, 2023 | 62.28% |
October 31, 2023 | 62.28% |
September 30, 2023 | 62.28% |
August 31, 2023 | 62.28% |
July 31, 2023 | 62.28% |
June 30, 2023 | 62.28% |
May 31, 2023 | 62.28% |
April 30, 2023 | 62.28% |
March 31, 2023 | 62.28% |
February 28, 2023 | 62.28% |
January 31, 2023 | 62.28% |
December 31, 2022 | 62.28% |
November 30, 2022 | 62.28% |
October 31, 2022 | 62.28% |
September 30, 2022 | 62.28% |
August 31, 2022 | 62.28% |
July 31, 2022 | 62.28% |
June 30, 2022 | 62.28% |
May 31, 2022 | 62.28% |
April 30, 2022 | 62.28% |
Date | Value |
---|---|
March 31, 2022 | 62.28% |
February 28, 2022 | 62.28% |
January 31, 2022 | 62.28% |
December 31, 2021 | 62.28% |
November 30, 2021 | 62.28% |
October 31, 2021 | 62.28% |
September 30, 2021 | 62.28% |
August 31, 2021 | 62.28% |
July 31, 2021 | 62.28% |
June 30, 2021 | 62.28% |
May 31, 2021 | 62.28% |
April 30, 2021 | 62.28% |
March 31, 2021 | 62.28% |
February 28, 2021 | 62.28% |
January 31, 2021 | 62.28% |
December 31, 2020 | 62.28% |
November 30, 2020 | 62.28% |
October 31, 2020 | 62.28% |
September 30, 2020 | 62.28% |
August 31, 2020 | 62.28% |
July 31, 2020 | 62.28% |
June 30, 2020 | 62.28% |
May 31, 2020 | 62.28% |
April 30, 2020 | 62.28% |
March 31, 2020 | 62.28% |
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
58.79%
Minimum
May 2019
62.28%
Maximum
Mar 2020
61.70%
Average
62.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Plug Power Inc | 96.84% |
Ultralife Corp | 67.97% |
Ideal Power Inc | 98.32% |
Enovix Corp | -- |
Microvast Holdings Inc | 98.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.198 |
Beta (5Y) | 1.536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.74% |
Historical Sharpe Ratio (5Y) | 0.2039 |
Historical Sortino (5Y) | 0.3437 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.08% |