ACM Research Inc (ACMR)

15.36 +0.07 (+0.46%) USD  |  NASDAQ  |  Dec 24, 13:00
15.30 -0.06 (-0.39%) After-Hours: 13:59
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ACM Research Max Drawdown (5Y): 87.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Intel Corp 69.56%
Amkor Technology Inc 61.26%
AXT Inc 88.74%
Entegris Inc 59.32%
inTest Corp 77.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.903
Beta (5Y) 1.485
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 85.10%
Historical Sharpe Ratio (5Y) 0.3259
Historical Sortino (5Y) 0.6813
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.09%