Advanced Energy Industries Inc (AEIS)
110.13
+0.56
(+0.51%)
USD |
NASDAQ |
Nov 04, 16:00
109.92
-0.21
(-0.19%)
After-Hours: 20:00
Advanced Energy Industries Max Drawdown (5Y): 62.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.28% |
| September 30, 2024 | 62.28% |
| August 31, 2024 | 62.28% |
| July 31, 2024 | 62.28% |
| June 30, 2024 | 62.28% |
| May 31, 2024 | 62.28% |
| April 30, 2024 | 62.28% |
| March 31, 2024 | 62.28% |
| February 29, 2024 | 62.28% |
| January 31, 2024 | 62.28% |
| December 31, 2023 | 62.28% |
| November 30, 2023 | 62.28% |
| October 31, 2023 | 62.28% |
| September 30, 2023 | 62.28% |
| August 31, 2023 | 62.28% |
| July 31, 2023 | 62.28% |
| June 30, 2023 | 62.28% |
| May 31, 2023 | 62.28% |
| April 30, 2023 | 62.28% |
| March 31, 2023 | 62.28% |
| February 28, 2023 | 62.28% |
| January 31, 2023 | 62.28% |
| December 31, 2022 | 62.28% |
| November 30, 2022 | 62.28% |
| October 31, 2022 | 62.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.28% |
| August 31, 2022 | 62.28% |
| July 31, 2022 | 62.28% |
| June 30, 2022 | 62.28% |
| May 31, 2022 | 62.28% |
| April 30, 2022 | 62.28% |
| March 31, 2022 | 62.28% |
| February 28, 2022 | 62.28% |
| January 31, 2022 | 62.28% |
| December 31, 2021 | 62.28% |
| November 30, 2021 | 62.28% |
| October 31, 2021 | 62.28% |
| September 30, 2021 | 62.28% |
| August 31, 2021 | 62.28% |
| July 31, 2021 | 62.28% |
| June 30, 2021 | 62.28% |
| May 31, 2021 | 62.28% |
| April 30, 2021 | 62.28% |
| March 31, 2021 | 62.28% |
| February 28, 2021 | 62.28% |
| January 31, 2021 | 62.28% |
| December 31, 2020 | 62.28% |
| November 30, 2020 | 62.28% |
| October 31, 2020 | 62.28% |
| September 30, 2020 | 62.28% |
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
58.79%
Minimum
Nov 2019
62.28%
Maximum
Mar 2020
62.05%
Average
62.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Arq Inc | 91.19% |
| Plug Power Inc | 97.80% |
| Gibraltar Industries Inc | 63.23% |
| Ultralife Corp | 67.97% |
| Ideal Power Inc | 98.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.246 |
| Beta (5Y) | 1.485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.75% |
| Historical Sharpe Ratio (5Y) | 0.2554 |
| Historical Sortino (5Y) | 0.423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |