Amphenol Corp (APH)
83.35
-1.46
(-1.72%)
USD |
NYSE |
Sep 21, 16:00
83.75
+0.40
(+0.48%)
After-Hours: 20:00
Amphenol Max Drawdown (5Y): 37.53% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 37.53% |
| July 31, 2023 | 37.53% |
| June 30, 2023 | 37.53% |
| May 31, 2023 | 37.53% |
| April 30, 2023 | 37.53% |
| March 31, 2023 | 37.53% |
| February 28, 2023 | 37.53% |
| January 31, 2023 | 37.53% |
| December 31, 2022 | 37.53% |
| November 30, 2022 | 37.53% |
| October 31, 2022 | 37.53% |
| September 30, 2022 | 37.53% |
| August 31, 2022 | 37.53% |
| July 31, 2022 | 37.53% |
| June 30, 2022 | 37.53% |
| May 31, 2022 | 37.53% |
| April 30, 2022 | 37.53% |
| March 31, 2022 | 37.53% |
| February 28, 2022 | 37.53% |
| January 31, 2022 | 37.53% |
| December 31, 2021 | 37.53% |
| November 30, 2021 | 37.53% |
| October 31, 2021 | 37.53% |
| September 30, 2021 | 37.53% |
| August 31, 2021 | 37.53% |
| Date | Value |
|---|---|
| July 31, 2021 | 37.53% |
| June 30, 2021 | 37.53% |
| May 31, 2021 | 37.53% |
| April 30, 2021 | 37.53% |
| March 31, 2021 | 37.53% |
| February 28, 2021 | 37.53% |
| January 31, 2021 | 37.53% |
| December 31, 2020 | 37.53% |
| November 30, 2020 | 37.53% |
| October 31, 2020 | 37.53% |
| September 30, 2020 | 37.53% |
| August 31, 2020 | 37.53% |
| July 31, 2020 | 37.53% |
| June 30, 2020 | 37.53% |
| May 31, 2020 | 37.53% |
| April 30, 2020 | 37.53% |
| March 31, 2020 | 37.53% |
| February 29, 2020 | 23.98% |
| January 31, 2020 | 23.98% |
| December 31, 2019 | 23.98% |
| November 30, 2019 | 23.98% |
| October 31, 2019 | 23.98% |
| September 30, 2019 | 23.98% |
| August 31, 2019 | 23.98% |
| July 31, 2019 | 23.98% |
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
23.98%
Minimum
Sep 2018
37.53%
Maximum
Mar 2020
33.46%
Average
37.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| KULR Technology Group Inc | 86.39% |
| Novanta Inc | 38.60% |
| Optical Cable Corp | 65.21% |
| Qualcomm Inc | 44.29% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.107 |
| Beta (5Y) | 1.243 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.98% |
| Historical Sharpe Ratio (5Y) | 0.6287 |
| Historical Sortino (5Y) | 0.9144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |