Advanced Micro Devices Inc (AMD)
110.00
-1.10
(-0.99%)
USD |
NASDAQ |
Feb 12, 10:15
Advanced Micro Devices Max Drawdown (5Y): 65.45% for Jan. 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
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) | -3.661 |
Beta (5Y) | 1.655 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.29% |
Historical Sharpe Ratio (5Y) | 0.3244 |
Historical Sortino (5Y) | 0.6935 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.47% |