Analog Devices Inc (ADI)

213.63 -3.36 (-1.55%) USD  |  NASDAQ  |  Dec 30, 13:04
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Analog Devices Max Drawdown (5Y): 33.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Advanced Micro Devices Inc 65.45%
Intel Corp 69.56%
Micron Technology Inc 49.63%
NVIDIA Corp 66.34%
Texas Instruments Inc 29.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.2395
Beta (5Y) 1.050
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.61%
Historical Sharpe Ratio (5Y) 0.5181
Historical Sortino (5Y) 0.8346
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.19%