EMCORE Corp (EMKR)
2.58
-0.02
(-0.77%)
USD |
NASDAQ |
May 02, 16:00
2.50
-0.08
(-3.10%)
After-Hours: 18:17
EMCORE Max Drawdown (5Y): 97.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.52% |
| March 31, 2024 | 96.76% |
| February 29, 2024 | 96.63% |
| January 31, 2024 | 96.59% |
| December 31, 2023 | 96.59% |
| November 30, 2023 | 96.59% |
| October 31, 2023 | 96.27% |
| September 30, 2023 | 95.66% |
| August 31, 2023 | 95.66% |
| July 31, 2023 | 93.83% |
| June 30, 2023 | 93.68% |
| May 31, 2023 | 93.00% |
| April 30, 2023 | 91.74% |
| March 31, 2023 | 91.74% |
| February 28, 2023 | 91.74% |
| January 31, 2023 | 91.74% |
| December 31, 2022 | 91.74% |
| November 30, 2022 | 87.52% |
| October 31, 2022 | 87.52% |
| September 30, 2022 | 87.52% |
| August 31, 2022 | 87.52% |
| July 31, 2022 | 87.52% |
| June 30, 2022 | 87.52% |
| May 31, 2022 | 87.52% |
| April 30, 2022 | 87.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.52% |
| February 28, 2022 | 87.52% |
| January 31, 2022 | 87.52% |
| December 31, 2021 | 87.52% |
| November 30, 2021 | 87.52% |
| October 31, 2021 | 87.52% |
| September 30, 2021 | 87.52% |
| August 31, 2021 | 87.52% |
| July 31, 2021 | 87.52% |
| June 30, 2021 | 87.52% |
| May 31, 2021 | 87.52% |
| April 30, 2021 | 87.52% |
| March 31, 2021 | 87.52% |
| February 28, 2021 | 87.52% |
| January 31, 2021 | 87.52% |
| December 31, 2020 | 87.52% |
| November 30, 2020 | 87.52% |
| October 31, 2020 | 87.52% |
| September 30, 2020 | 87.52% |
| August 31, 2020 | 87.52% |
| July 31, 2020 | 87.52% |
| June 30, 2020 | 87.52% |
| May 31, 2020 | 87.52% |
| April 30, 2020 | 87.52% |
| March 31, 2020 | 87.52% |
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
70.77%
Minimum
May 2019
97.52%
Maximum
Apr 2024
87.55%
Average
87.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
| IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.64 |
| Beta (5Y) | 1.543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.56% |
| Historical Sharpe Ratio (5Y) | -0.6729 |
| Historical Sortino (5Y) | -1.191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.08% |