Skyworks Solutions Inc (SWKS)
104.30
+1.35
(+1.31%)
USD |
NASDAQ |
Apr 26, 16:00
104.35
+0.05
(+0.05%)
After-Hours: 20:00
Skyworks Solutions Max Drawdown (5Y): 59.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.23% |
| February 29, 2024 | 59.23% |
| January 31, 2024 | 59.23% |
| December 31, 2023 | 59.23% |
| November 30, 2023 | 59.23% |
| October 31, 2023 | 59.23% |
| September 30, 2023 | 59.23% |
| August 31, 2023 | 59.23% |
| July 31, 2023 | 59.23% |
| June 30, 2023 | 59.23% |
| May 31, 2023 | 59.23% |
| April 30, 2023 | 59.23% |
| March 31, 2023 | 59.23% |
| February 28, 2023 | 59.23% |
| January 31, 2023 | 59.23% |
| December 31, 2022 | 59.23% |
| November 30, 2022 | 59.23% |
| October 31, 2022 | 59.23% |
| September 30, 2022 | 56.20% |
| August 31, 2022 | 54.18% |
| July 31, 2022 | 54.18% |
| June 30, 2022 | 54.18% |
| May 31, 2022 | 49.57% |
| April 30, 2022 | 46.83% |
| March 31, 2022 | 46.83% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.83% |
| January 31, 2022 | 46.83% |
| December 31, 2021 | 46.83% |
| November 30, 2021 | 46.83% |
| October 31, 2021 | 46.83% |
| September 30, 2021 | 46.83% |
| August 31, 2021 | 46.83% |
| July 31, 2021 | 46.83% |
| June 30, 2021 | 46.83% |
| May 31, 2021 | 46.83% |
| April 30, 2021 | 46.83% |
| March 31, 2021 | 46.92% |
| February 28, 2021 | 46.92% |
| January 31, 2021 | 46.92% |
| December 31, 2020 | 46.92% |
| November 30, 2020 | 49.10% |
| October 31, 2020 | 49.10% |
| September 30, 2020 | 49.10% |
| August 31, 2020 | 49.10% |
| July 31, 2020 | 49.10% |
| June 30, 2020 | 49.10% |
| May 31, 2020 | 49.10% |
| April 30, 2020 | 49.10% |
| March 31, 2020 | 49.10% |
| February 29, 2020 | 49.10% |
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
46.83%
Minimum
Apr 2021
59.23%
Maximum
Oct 2022
51.88%
Average
49.10%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Texas Instruments Inc | 29.85% |
| Advanced Micro Devices Inc | 65.45% |
| NVIDIA Corp | 66.34% |
| Analog Devices Inc | 33.60% |
| Intel Corp | 61.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.24 |
| Beta (5Y) | 1.372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.64% |
| Historical Sharpe Ratio (5Y) | 0.1505 |
| Historical Sortino (5Y) | 0.2811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.16% |