Advanced Micro Devices Inc (AMD)
103.21
-3.44
(-3.23%)
USD |
NASDAQ |
Mar 28, 16:00
102.38
-0.83
(-0.80%)
After-Hours: 20:00
Advanced Micro Devices Max Drawdown (5Y): 65.45% for Feb. 28, 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
| Analog Devices Inc | 33.60% |
| Intel Corp | 69.56% |
| Lattice Semiconductor Corp | 57.19% |
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.39 |
| Beta (5Y) | 1.739 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.58% |
| Historical Sharpe Ratio (5Y) | 0.2755 |
| Historical Sortino (5Y) | 0.5871 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.41% |