Coherent Corp (COHR)
54.52
-0.18
(-0.33%)
USD |
NYSE |
May 09, 16:00
54.52
0.00 (0.00%)
After-Hours: 20:00
Coherent Max Drawdown (5Y): 72.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.22% |
March 31, 2024 | 72.22% |
February 29, 2024 | 72.22% |
January 31, 2024 | 72.22% |
December 31, 2023 | 72.22% |
November 30, 2023 | 72.22% |
October 31, 2023 | 72.22% |
September 30, 2023 | 72.22% |
August 31, 2023 | 72.22% |
July 31, 2023 | 72.22% |
June 30, 2023 | 72.22% |
May 31, 2023 | 72.22% |
April 30, 2023 | 69.92% |
March 31, 2023 | 69.92% |
February 28, 2023 | 69.92% |
January 31, 2023 | 69.92% |
December 31, 2022 | 69.92% |
November 30, 2022 | 69.92% |
October 31, 2022 | 69.09% |
September 30, 2022 | 65.00% |
August 31, 2022 | 60.06% |
July 31, 2022 | 60.06% |
June 30, 2022 | 60.06% |
May 31, 2022 | 60.06% |
April 30, 2022 | 60.06% |
Date | Value |
---|---|
March 31, 2022 | 60.06% |
February 28, 2022 | 60.06% |
January 31, 2022 | 60.06% |
December 31, 2021 | 60.06% |
November 30, 2021 | 60.06% |
October 31, 2021 | 60.06% |
September 30, 2021 | 60.06% |
August 31, 2021 | 60.06% |
July 31, 2021 | 60.06% |
June 30, 2021 | 60.06% |
May 31, 2021 | 60.06% |
April 30, 2021 | 60.06% |
March 31, 2021 | 60.06% |
February 28, 2021 | 60.06% |
January 31, 2021 | 60.06% |
December 31, 2020 | 60.06% |
November 30, 2020 | 60.06% |
October 31, 2020 | 60.06% |
September 30, 2020 | 60.06% |
August 31, 2020 | 60.06% |
July 31, 2020 | 60.06% |
June 30, 2020 | 60.06% |
May 31, 2020 | 60.06% |
April 30, 2020 | 60.06% |
March 31, 2020 | 60.06% |
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
48.75%
Minimum
Nov 2019
72.22%
Maximum
May 2023
62.96%
Average
60.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ESCO Technologies Inc | 45.96% |
Faro Technologies Inc | 89.26% |
Luna Innovations Inc | 84.44% |
Trimble Inc | 57.35% |
Know Labs Inc | 94.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.36 |
Beta (5Y) | 1.690 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.56% |
Historical Sharpe Ratio (5Y) | 0.0726 |
Historical Sortino (5Y) | 0.1595 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.86% |