Ultra Clean Holdings Inc (UCTT)
45.56
-0.36
(-0.78%)
USD |
NASDAQ |
May 23, 12:25
Ultra Clean Holdings Max Drawdown (5Y): 66.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.97% |
March 31, 2024 | 66.97% |
February 29, 2024 | 66.97% |
January 31, 2024 | 67.60% |
December 31, 2023 | 72.07% |
November 30, 2023 | 72.07% |
October 31, 2023 | 75.78% |
September 30, 2023 | 79.34% |
August 31, 2023 | 79.34% |
July 31, 2023 | 79.34% |
June 30, 2023 | 79.34% |
May 31, 2023 | 79.34% |
April 30, 2023 | 79.34% |
March 31, 2023 | 79.34% |
February 28, 2023 | 79.34% |
January 31, 2023 | 79.34% |
December 31, 2022 | 79.34% |
November 30, 2022 | 79.34% |
October 31, 2022 | 79.34% |
September 30, 2022 | 79.34% |
August 31, 2022 | 79.34% |
July 31, 2022 | 79.34% |
June 30, 2022 | 79.34% |
May 31, 2022 | 79.34% |
April 30, 2022 | 79.34% |
Date | Value |
---|---|
March 31, 2022 | 79.34% |
February 28, 2022 | 79.34% |
January 31, 2022 | 79.34% |
December 31, 2021 | 79.34% |
November 30, 2021 | 79.34% |
October 31, 2021 | 79.34% |
September 30, 2021 | 79.34% |
August 31, 2021 | 79.34% |
July 31, 2021 | 79.34% |
June 30, 2021 | 79.34% |
May 31, 2021 | 79.34% |
April 30, 2021 | 79.34% |
March 31, 2021 | 79.34% |
February 28, 2021 | 79.34% |
January 31, 2021 | 79.34% |
December 31, 2020 | 79.34% |
November 30, 2020 | 79.34% |
October 31, 2020 | 79.34% |
September 30, 2020 | 79.34% |
August 31, 2020 | 79.34% |
July 31, 2020 | 79.34% |
June 30, 2020 | 79.34% |
May 31, 2020 | 79.34% |
April 30, 2020 | 79.34% |
March 31, 2020 | 79.34% |
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
66.97%
Minimum
Feb 2024
79.34%
Maximum
May 2019
78.22%
Average
79.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Advanced Micro Devices Inc | 65.45% |
Entegris Inc | 59.32% |
Intel Corp | 61.62% |
Marvell Technology Inc | 61.88% |
Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.858 |
Beta (5Y) | 2.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.16% |
Historical Sharpe Ratio (5Y) | 0.4537 |
Historical Sortino (5Y) | 0.9234 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.38% |