Applied Materials Inc (AMAT)
149.63
+20.67
(+16.03%)
USD |
NASDAQ |
Apr 09, 16:00
149.15
-0.48
(-0.32%)
After-Hours: 20:00
Applied Materials Max Drawdown (5Y): 55.14% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| KLA Corp | 40.29% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.243 |
| Beta (5Y) | 1.609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.32% |
| Historical Sharpe Ratio (5Y) | 0.6227 |
| Historical Sortino (5Y) | 1.222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.24% |