ACM Research Inc (ACMR)
18.59
-0.08
(-0.43%)
USD |
NASDAQ |
Nov 13, 16:00
18.60
+0.01
(+0.05%)
After-Hours: 20:00
ACM Research Max Drawdown (5Y): 87.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.23% |
| September 30, 2024 | 87.23% |
| August 31, 2024 | 87.23% |
| July 31, 2024 | 87.23% |
| June 30, 2024 | 87.23% |
| May 31, 2024 | 87.23% |
| April 30, 2024 | 87.23% |
| March 31, 2024 | 87.23% |
| February 29, 2024 | 87.23% |
| January 31, 2024 | 87.23% |
| December 31, 2023 | 87.23% |
| November 30, 2023 | 87.23% |
| October 31, 2023 | 87.23% |
| September 30, 2023 | 87.23% |
| August 31, 2023 | 87.23% |
| July 31, 2023 | 87.23% |
| June 30, 2023 | 87.23% |
| May 31, 2023 | 87.23% |
| April 30, 2023 | 87.23% |
| March 31, 2023 | 87.23% |
| February 28, 2023 | 87.23% |
| January 31, 2023 | 87.23% |
| December 31, 2022 | 87.23% |
| November 30, 2022 | 87.23% |
| October 31, 2022 | 87.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.08% |
| August 31, 2022 | 75.08% |
| July 31, 2022 | 75.08% |
| June 30, 2022 | 75.08% |
| May 31, 2022 | 75.08% |
| April 30, 2022 | 68.47% |
| March 31, 2022 | 67.09% |
| February 28, 2022 | 64.44% |
| January 31, 2022 | 64.44% |
| December 31, 2021 | 64.44% |
| November 30, 2021 | 64.44% |
| October 31, 2021 | 64.44% |
| September 30, 2021 | 64.44% |
| August 31, 2021 | 64.44% |
| July 31, 2021 | 64.44% |
| June 30, 2021 | 64.44% |
| May 31, 2021 | 64.44% |
| April 30, 2021 | 64.44% |
| March 31, 2021 | 64.44% |
| February 28, 2021 | 64.44% |
| January 31, 2021 | 64.44% |
| December 31, 2020 | 64.44% |
| November 30, 2020 | 64.44% |
| October 31, 2020 | 64.44% |
| September 30, 2020 | 64.44% |
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
41.03%
Minimum
Nov 2019
87.23%
Maximum
Oct 2022
73.37%
Average
71.77%
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% |