Alpha & Omega Semiconductor Ltd (AOSL)
38.63
-1.77
(-4.38%)
USD |
NASDAQ |
Nov 22, 16:00
41.60
+2.97
(+7.69%)
After-Hours: 20:00
Alpha & Omega Semiconductor Max Drawdown (5Y): 74.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.90% |
September 30, 2024 | 74.90% |
August 31, 2024 | 74.90% |
July 31, 2024 | 74.90% |
June 30, 2024 | 74.90% |
May 31, 2024 | 74.90% |
April 30, 2024 | 74.90% |
March 31, 2024 | 74.90% |
February 29, 2024 | 74.90% |
January 31, 2024 | 74.90% |
December 31, 2023 | 74.90% |
November 30, 2023 | 74.90% |
October 31, 2023 | 74.90% |
September 30, 2023 | 74.90% |
August 31, 2023 | 74.90% |
July 31, 2023 | 74.90% |
June 30, 2023 | 74.90% |
May 31, 2023 | 74.90% |
April 30, 2023 | 74.90% |
March 31, 2023 | 74.90% |
February 28, 2023 | 74.90% |
January 31, 2023 | 74.90% |
December 31, 2022 | 74.90% |
November 30, 2022 | 74.90% |
October 31, 2022 | 74.90% |
Date | Value |
---|---|
September 30, 2022 | 74.90% |
August 31, 2022 | 74.90% |
July 31, 2022 | 74.90% |
June 30, 2022 | 74.90% |
May 31, 2022 | 74.90% |
April 30, 2022 | 74.90% |
March 31, 2022 | 74.90% |
February 28, 2022 | 74.90% |
January 31, 2022 | 74.90% |
December 31, 2021 | 74.90% |
November 30, 2021 | 74.90% |
October 31, 2021 | 74.90% |
September 30, 2021 | 74.90% |
August 31, 2021 | 74.90% |
July 31, 2021 | 74.90% |
June 30, 2021 | 74.90% |
May 31, 2021 | 74.90% |
April 30, 2021 | 74.90% |
March 31, 2021 | 74.90% |
February 28, 2021 | 74.90% |
January 31, 2021 | 74.90% |
December 31, 2020 | 74.90% |
November 30, 2020 | 74.90% |
October 31, 2020 | 74.90% |
September 30, 2020 | 74.90% |
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
64.32%
Minimum
Nov 2019
74.90%
Maximum
Mar 2020
74.20%
Average
74.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Genpact Ltd | 49.47% |
Applied Materials Inc | 55.14% |
PDF Solutions Inc | 63.41% |
Ambarella Inc | 81.65% |
AppLovin Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.22 |
Beta (5Y) | 2.422 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.18% |
Historical Sharpe Ratio (5Y) | 0.2767 |
Historical Sortino (5Y) | 0.5993 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.66% |