nLight Inc (LASR)
12.63
+0.49
(+4.04%)
USD |
NASDAQ |
May 06, 16:00
12.62
-0.01
(-0.08%)
After-Hours: 20:00
nLight Max Drawdown (5Y): 81.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.68% |
March 31, 2024 | 81.68% |
February 29, 2024 | 81.68% |
January 31, 2024 | 81.68% |
December 31, 2023 | 81.68% |
November 30, 2023 | 81.68% |
October 31, 2023 | 81.68% |
September 30, 2023 | 80.88% |
August 31, 2023 | 80.88% |
July 31, 2023 | 80.88% |
June 30, 2023 | 80.88% |
May 31, 2023 | 80.88% |
April 30, 2023 | 80.88% |
March 31, 2023 | 79.63% |
February 28, 2023 | 79.39% |
January 31, 2023 | 79.39% |
December 31, 2022 | 79.39% |
November 30, 2022 | 79.39% |
October 31, 2022 | 79.39% |
September 30, 2022 | 78.96% |
August 31, 2022 | 77.98% |
July 31, 2022 | 77.98% |
June 30, 2022 | 77.25% |
May 31, 2022 | 77.04% |
April 30, 2022 | 77.04% |
Date | Value |
---|---|
March 31, 2022 | 77.04% |
February 28, 2022 | 77.04% |
January 31, 2022 | 77.04% |
December 31, 2021 | 77.04% |
November 30, 2021 | 77.04% |
October 31, 2021 | 77.04% |
September 30, 2021 | 77.04% |
August 31, 2021 | 77.04% |
July 31, 2021 | 77.04% |
June 30, 2021 | 77.04% |
May 31, 2021 | 77.04% |
April 30, 2021 | 77.04% |
March 31, 2021 | 77.04% |
February 28, 2021 | 77.04% |
January 31, 2021 | 77.04% |
December 31, 2020 | 77.04% |
November 30, 2020 | 77.04% |
October 31, 2020 | 77.04% |
September 30, 2020 | 77.04% |
August 31, 2020 | 77.04% |
July 31, 2020 | 77.04% |
June 30, 2020 | 77.04% |
May 31, 2020 | 77.04% |
April 30, 2020 | 77.04% |
March 31, 2020 | 76.80% |
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
59.36%
Minimum
May 2019
81.68%
Maximum
Oct 2023
76.51%
Average
77.04%
Median
Apr 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) | -44.32 |
Beta (5Y) | 2.420 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.47% |
Historical Sharpe Ratio (5Y) | -0.261 |
Historical Sortino (5Y) | -0.5778 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.18% |