Advanced Micro Devices Inc (AMD)
137.60
-1.79
(-1.28%)
USD |
NASDAQ |
Nov 20, 16:00
137.17
-0.43
(-0.31%)
After-Hours: 20:00
Advanced Micro Devices Max Drawdown (5Y): 65.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.45% |
| September 30, 2024 | 65.45% |
| August 31, 2024 | 65.45% |
| July 31, 2024 | 65.45% |
| June 30, 2024 | 65.45% |
| May 31, 2024 | 65.45% |
| April 30, 2024 | 65.45% |
| March 31, 2024 | 65.45% |
| February 29, 2024 | 65.45% |
| January 31, 2024 | 65.45% |
| December 31, 2023 | 65.45% |
| November 30, 2023 | 65.45% |
| October 31, 2023 | 65.45% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2021 | 49.11% |
| July 31, 2021 | 49.11% |
| June 30, 2021 | 49.11% |
| May 31, 2021 | 49.58% |
| April 30, 2021 | 59.73% |
| March 31, 2021 | 71.21% |
| February 28, 2021 | 76.94% |
| January 31, 2021 | 80.61% |
| December 31, 2020 | 80.93% |
| November 30, 2020 | 80.93% |
| October 31, 2020 | 80.93% |
| September 30, 2020 | 80.93% |
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
Jun 2021
82.84%
Maximum
Nov 2019
65.63%
Average
65.45%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| Intel Corp | 69.56% |
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.109 |
| Beta (5Y) | 1.709 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.53% |
| Historical Sharpe Ratio (5Y) | 0.5823 |
| Historical Sortino (5Y) | 1.175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.01% |