Analog Devices Inc (ADI)
225.48
+2.37
(+1.06%)
USD |
NASDAQ |
Nov 01, 16:00
225.94
+0.46
(+0.20%)
After-Hours: 20:00
Analog Devices Max Drawdown (5Y): 33.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 33.60% |
September 30, 2024 | 33.60% |
August 31, 2024 | 33.60% |
July 31, 2024 | 33.60% |
June 30, 2024 | 33.60% |
May 31, 2024 | 33.60% |
April 30, 2024 | 33.60% |
March 31, 2024 | 33.60% |
February 29, 2024 | 33.60% |
January 31, 2024 | 33.60% |
December 31, 2023 | 33.60% |
November 30, 2023 | 33.60% |
October 31, 2023 | 33.60% |
September 30, 2023 | 33.60% |
August 31, 2023 | 33.60% |
July 31, 2023 | 33.60% |
June 30, 2023 | 33.60% |
May 31, 2023 | 33.60% |
April 30, 2023 | 33.60% |
March 31, 2023 | 33.60% |
February 28, 2023 | 33.60% |
January 31, 2023 | 33.60% |
December 31, 2022 | 33.60% |
November 30, 2022 | 33.60% |
October 31, 2022 | 33.60% |
Date | Value |
---|---|
September 30, 2022 | 33.60% |
August 31, 2022 | 33.60% |
July 31, 2022 | 33.60% |
June 30, 2022 | 33.60% |
May 31, 2022 | 33.60% |
April 30, 2022 | 33.60% |
March 31, 2022 | 33.60% |
February 28, 2022 | 33.60% |
January 31, 2022 | 33.60% |
December 31, 2021 | 33.60% |
November 30, 2021 | 33.60% |
October 31, 2021 | 33.60% |
September 30, 2021 | 33.60% |
August 31, 2021 | 33.60% |
July 31, 2021 | 33.60% |
June 30, 2021 | 33.60% |
May 31, 2021 | 33.60% |
April 30, 2021 | 33.60% |
March 31, 2021 | 33.60% |
February 28, 2021 | 33.60% |
January 31, 2021 | 33.60% |
December 31, 2020 | 33.60% |
November 30, 2020 | 33.60% |
October 31, 2020 | 33.60% |
September 30, 2020 | 33.60% |
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
27.96%
Minimum
Nov 2019
33.60%
Maximum
Mar 2020
33.22%
Average
33.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 69.56% |
Microchip Technology Inc | 49.68% |
Micron Technology Inc | 49.63% |
NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.813 |
Beta (5Y) | 1.077 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
Historical Sharpe Ratio (5Y) | 0.5936 |
Historical Sortino (5Y) | 0.9447 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |