ACM Research Inc (ACMR)
19.18
+0.50
(+2.65%)
USD |
NASDAQ |
Nov 21, 16:00
19.54
+0.36
(+1.90%)
After-Hours: 20:00
ACM Research Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| FormFactor Inc | 64.42% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.67 |
| Beta (5Y) | 1.545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.48% |
| Historical Sharpe Ratio (5Y) | 0.3488 |
| Historical Sortino (5Y) | 0.7921 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.09% |