GSI Technology Inc (GSIT)
3.68
-0.25
(-6.36%)
USD |
NASDAQ |
May 02, 16:00
3.60
-0.08
(-2.17%)
After-Hours: 05:30
GSI Technology Max Drawdown (5Y): 83.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.69% |
| March 31, 2024 | 83.69% |
| February 29, 2024 | 83.69% |
| January 31, 2024 | 83.69% |
| December 31, 2023 | 83.69% |
| November 30, 2023 | 83.69% |
| October 31, 2023 | 83.69% |
| September 30, 2023 | 83.69% |
| August 31, 2023 | 83.69% |
| July 31, 2023 | 83.69% |
| June 30, 2023 | 83.69% |
| May 31, 2023 | 83.69% |
| April 30, 2023 | 83.69% |
| March 31, 2023 | 83.69% |
| February 28, 2023 | 82.12% |
| January 31, 2023 | 82.12% |
| December 31, 2022 | 82.12% |
| November 30, 2022 | 79.78% |
| October 31, 2022 | 79.11% |
| September 30, 2022 | 71.28% |
| August 31, 2022 | 66.37% |
| July 31, 2022 | 66.37% |
| June 30, 2022 | 66.37% |
| May 31, 2022 | 66.37% |
| April 30, 2022 | 61.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.21% |
| February 28, 2022 | 55.75% |
| January 31, 2022 | 53.07% |
| December 31, 2021 | 51.81% |
| November 30, 2021 | 49.79% |
| October 31, 2021 | 49.79% |
| September 30, 2021 | 49.57% |
| August 31, 2021 | 49.57% |
| July 31, 2021 | 49.57% |
| June 30, 2021 | 49.57% |
| May 31, 2021 | 49.57% |
| April 30, 2021 | 49.57% |
| March 31, 2021 | 49.57% |
| February 28, 2021 | 51.56% |
| January 31, 2021 | 51.56% |
| December 31, 2020 | 51.56% |
| November 30, 2020 | 62.56% |
| October 31, 2020 | 63.58% |
| September 30, 2020 | 63.58% |
| August 31, 2020 | 63.58% |
| July 31, 2020 | 63.58% |
| June 30, 2020 | 63.58% |
| May 31, 2020 | 63.58% |
| April 30, 2020 | 63.58% |
| March 31, 2020 | 63.58% |
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
49.57%
Minimum
Mar 2021
83.69%
Maximum
Mar 2023
66.68%
Average
63.58%
Median
May 2019
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) | -26.59 |
| Beta (5Y) | 0.9883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.0% |
| Historical Sharpe Ratio (5Y) | -0.1121 |
| Historical Sortino (5Y) | -0.5004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.23% |