Microchip Technology Inc (MCHP)
93.60
+1.39
(+1.51%)
USD |
NASDAQ |
Apr 26, 16:00
93.58
-0.02
(-0.02%)
After-Hours: 20:00
Microchip Technology Max Drawdown (5Y): 49.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.68% |
February 29, 2024 | 49.68% |
January 31, 2024 | 49.68% |
December 31, 2023 | 49.68% |
November 30, 2023 | 49.68% |
October 31, 2023 | 49.68% |
September 30, 2023 | 49.68% |
August 31, 2023 | 49.68% |
July 31, 2023 | 49.68% |
June 30, 2023 | 49.68% |
May 31, 2023 | 49.68% |
April 30, 2023 | 49.68% |
March 31, 2023 | 49.68% |
February 28, 2023 | 49.68% |
January 31, 2023 | 49.68% |
December 31, 2022 | 49.68% |
November 30, 2022 | 49.68% |
October 31, 2022 | 49.68% |
September 30, 2022 | 49.68% |
August 31, 2022 | 49.68% |
July 31, 2022 | 49.68% |
June 30, 2022 | 49.68% |
May 31, 2022 | 49.68% |
April 30, 2022 | 49.68% |
March 31, 2022 | 49.68% |
Date | Value |
---|---|
February 28, 2022 | 49.68% |
January 31, 2022 | 49.68% |
December 31, 2021 | 49.68% |
November 30, 2021 | 49.68% |
October 31, 2021 | 49.68% |
September 30, 2021 | 49.68% |
August 31, 2021 | 49.68% |
July 31, 2021 | 49.68% |
June 30, 2021 | 49.68% |
May 31, 2021 | 49.68% |
April 30, 2021 | 49.68% |
March 31, 2021 | 49.68% |
February 28, 2021 | 49.68% |
January 31, 2021 | 49.68% |
December 31, 2020 | 49.68% |
November 30, 2020 | 49.68% |
October 31, 2020 | 49.68% |
September 30, 2020 | 49.68% |
August 31, 2020 | 49.68% |
July 31, 2020 | 49.68% |
June 30, 2020 | 49.68% |
May 31, 2020 | 49.68% |
April 30, 2020 | 49.68% |
March 31, 2020 | 49.68% |
February 29, 2020 | 40.40% |
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
40.40%
Minimum
Apr 2019
49.68%
Maximum
Mar 2020
47.98%
Average
49.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Advanced Micro Devices Inc | 65.45% |
NVIDIA Corp | 66.34% |
ON Semiconductor Corp | 68.47% |
Broadcom Inc | 48.30% |
Analog Devices Inc | 33.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.026 |
Beta (5Y) | 1.652 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.81% |
Historical Sharpe Ratio (5Y) | 0.4493 |
Historical Sortino (5Y) | 0.6907 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.28% |