Ichor Holdings Ltd (ICHR)
38.60
+0.51
(+1.34%)
USD |
NASDAQ |
May 17, 16:00
38.60
0.00 (0.00%)
After-Hours: 20:00
Ichor Holdings Max Drawdown (5Y): 65.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.12% |
March 31, 2024 | 65.12% |
February 29, 2024 | 65.12% |
January 31, 2024 | 65.12% |
December 31, 2023 | 65.12% |
November 30, 2023 | 65.12% |
October 31, 2023 | 65.12% |
September 30, 2023 | 65.12% |
August 31, 2023 | 65.12% |
July 31, 2023 | 65.12% |
June 30, 2023 | 65.12% |
May 31, 2023 | 65.12% |
April 30, 2023 | 65.12% |
March 31, 2023 | 65.12% |
February 28, 2023 | 65.12% |
January 31, 2023 | 65.12% |
December 31, 2022 | 65.12% |
November 30, 2022 | 65.12% |
October 31, 2022 | 65.12% |
September 30, 2022 | 64.39% |
August 31, 2022 | 64.39% |
July 31, 2022 | 64.39% |
June 30, 2022 | 62.55% |
May 31, 2022 | 62.55% |
April 30, 2022 | 62.55% |
Date | Value |
---|---|
March 31, 2022 | 62.55% |
February 28, 2022 | 62.55% |
January 31, 2022 | 62.55% |
December 31, 2021 | 62.55% |
November 30, 2021 | 62.55% |
October 31, 2021 | 62.55% |
September 30, 2021 | 62.55% |
August 31, 2021 | 62.55% |
July 31, 2021 | 62.55% |
June 30, 2021 | 62.55% |
May 31, 2021 | 62.55% |
April 30, 2021 | 62.55% |
March 31, 2021 | 62.55% |
February 28, 2021 | 62.55% |
January 31, 2021 | 62.55% |
December 31, 2020 | 62.55% |
November 30, 2020 | 62.55% |
October 31, 2020 | 62.55% |
September 30, 2020 | 62.55% |
August 31, 2020 | 62.55% |
July 31, 2020 | 62.55% |
June 30, 2020 | 62.55% |
May 31, 2020 | 62.55% |
April 30, 2020 | 62.55% |
March 31, 2020 | 62.55% |
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
57.76%
Minimum
May 2019
65.12%
Maximum
Oct 2022
62.66%
Average
62.55%
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) | -15.09 |
Beta (5Y) | 1.980 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.91% |
Historical Sharpe Ratio (5Y) | 0.1225 |
Historical Sortino (5Y) | 0.2327 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.83% |