Advanced Micro Devices Inc (AMD)
104.27
+4.20
(+4.20%)
USD |
NASDAQ |
Oct 04, 16:00
104.20
-0.07
(-0.07%)
After-Hours: 16:41
Advanced Micro Devices Max Drawdown (5Y): 65.45% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 65.45% |
| August 31, 2023 | 65.45% |
| July 31, 2023 | 65.45% |
| June 30, 2023 | 65.45% |
| May 31, 2023 | 65.45% |
| April 30, 2023 | 65.45% |
| March 31, 2023 | 65.45% |
| February 28, 2023 | 65.45% |
| January 31, 2023 | 65.45% |
| December 31, 2022 | 65.45% |
| November 30, 2022 | 65.45% |
| October 31, 2022 | 65.45% |
| September 30, 2022 | 60.87% |
| August 31, 2022 | 54.50% |
| July 31, 2022 | 54.50% |
| June 30, 2022 | 52.77% |
| May 31, 2022 | 49.11% |
| April 30, 2022 | 49.11% |
| March 31, 2022 | 49.11% |
| February 28, 2022 | 49.11% |
| January 31, 2022 | 49.11% |
| December 31, 2021 | 49.11% |
| November 30, 2021 | 49.11% |
| October 31, 2021 | 49.11% |
| September 30, 2021 | 49.11% |
| Date | Value |
|---|---|
| August 31, 2021 | 49.11% |
| July 31, 2021 | 49.11% |
| June 30, 2021 | 49.11% |
| May 31, 2021 | 49.11% |
| April 30, 2021 | 49.11% |
| March 31, 2021 | 49.58% |
| February 28, 2021 | 56.48% |
| January 31, 2021 | 68.24% |
| December 31, 2020 | 74.69% |
| November 30, 2020 | 79.89% |
| October 31, 2020 | 80.22% |
| September 30, 2020 | 80.22% |
| August 31, 2020 | 80.22% |
| July 31, 2020 | 80.93% |
| June 30, 2020 | 82.42% |
| May 31, 2020 | 82.42% |
| April 30, 2020 | 82.84% |
| March 31, 2020 | 82.84% |
| February 29, 2020 | 82.84% |
| January 31, 2020 | 82.84% |
| December 31, 2019 | 82.84% |
| November 30, 2019 | 82.84% |
| October 31, 2019 | 82.84% |
| September 30, 2019 | 82.84% |
| August 31, 2019 | 82.84% |
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
49.11%
Minimum
Apr 2021
82.84%
Maximum
Oct 2018
68.08%
Average
65.45%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| Intel Corp | 61.62% |
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 53.66% |
| NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.74 |
| Beta (5Y) | 1.794 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.11% |
| Historical Sharpe Ratio (5Y) | 0.8758 |
| Historical Sortino (5Y) | 1.813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.19% |