ACM Research Inc (ACMR)
27.90
-0.94
(-3.26%)
USD |
NASDAQ |
Apr 17, 16:00
28.05
+0.15
(+0.54%)
After-Hours: 20:00
ACM Research Max Drawdown (5Y): 87.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 64.44% |
| July 31, 2020 | 64.44% |
| June 30, 2020 | 64.44% |
| May 31, 2020 | 64.44% |
| April 30, 2020 | 64.44% |
| March 31, 2020 | 64.44% |
| February 29, 2020 | 41.03% |
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
38.02%
Minimum
Apr 2019
87.23%
Maximum
Oct 2022
67.68%
Average
64.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Micron Technology Inc | 49.63% |
| ON Semiconductor Corp | 68.47% |
| Photronics Inc | 47.36% |
| SkyWater Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.34 |
| Beta (5Y) | 1.388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.87% |
| Historical Sharpe Ratio (5Y) | 0.425 |
| Historical Sortino (5Y) | 0.9556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.45% |