Wolfspeed Inc (WOLF)
25.53
+0.35
(+1.39%)
USD |
NYSE |
May 17, 16:00
25.41
-0.12
(-0.47%)
Pre-Market: 07:45
Wolfspeed Max Drawdown (5Y): 84.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.37% |
March 31, 2024 | 83.25% |
February 29, 2024 | 83.25% |
January 31, 2024 | 80.46% |
December 31, 2023 | 80.46% |
November 30, 2023 | 80.46% |
October 31, 2023 | 80.46% |
September 30, 2023 | 74.67% |
August 31, 2023 | 72.17% |
July 31, 2023 | 72.17% |
June 30, 2023 | 72.17% |
May 31, 2023 | 72.17% |
April 30, 2023 | 67.58% |
March 31, 2023 | 58.65% |
February 28, 2023 | 58.65% |
January 31, 2023 | 58.65% |
December 31, 2022 | 58.65% |
November 30, 2022 | 58.65% |
October 31, 2022 | 58.65% |
September 30, 2022 | 58.65% |
August 31, 2022 | 58.65% |
July 31, 2022 | 62.26% |
June 30, 2022 | 68.52% |
May 31, 2022 | 70.68% |
April 30, 2022 | 70.68% |
Date | Value |
---|---|
March 31, 2022 | 70.68% |
February 28, 2022 | 71.36% |
January 31, 2022 | 71.36% |
December 31, 2021 | 71.36% |
November 30, 2021 | 71.36% |
October 31, 2021 | 71.36% |
September 30, 2021 | 71.36% |
August 31, 2021 | 72.12% |
July 31, 2021 | 72.12% |
June 30, 2021 | 72.12% |
May 31, 2021 | 72.12% |
April 30, 2021 | 72.12% |
March 31, 2021 | 72.12% |
February 28, 2021 | 72.12% |
January 31, 2021 | 72.12% |
December 31, 2020 | 72.12% |
November 30, 2020 | 72.12% |
October 31, 2020 | 72.12% |
September 30, 2020 | 72.12% |
August 31, 2020 | 72.12% |
July 31, 2020 | 72.12% |
June 30, 2020 | 72.12% |
May 31, 2020 | 72.12% |
April 30, 2020 | 72.12% |
March 31, 2020 | 72.12% |
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
58.65%
Minimum
Aug 2022
84.37%
Maximum
Apr 2024
71.05%
Average
72.12%
Median
May 2019
Max Drawdown (5Y) Benchmarks
TTM Technologies Inc | 54.60% |
Benchmark Electronics Inc | 60.34% |
Plexus Corp | 53.68% |
Sanmina Corp | 55.85% |
Sigmatron International Inc | 86.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.71 |
Beta (5Y) | 1.641 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.99% |
Historical Sharpe Ratio (5Y) | -0.2835 |
Historical Sortino (5Y) | -0.5659 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.28% |