Amtech Systems Inc (ASYS)
5.71
-0.10
(-1.72%)
USD |
NASDAQ |
Nov 21, 16:00
5.74
+0.03
(+0.53%)
After-Hours: 20:00
Amtech Systems Max Drawdown (5Y): 77.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.82% |
| September 30, 2024 | 77.82% |
| August 31, 2024 | 77.82% |
| July 31, 2024 | 77.82% |
| June 30, 2024 | 77.82% |
| May 31, 2024 | 77.82% |
| April 30, 2024 | 77.82% |
| March 31, 2024 | 77.82% |
| February 29, 2024 | 77.82% |
| January 31, 2024 | 76.39% |
| December 31, 2023 | 76.39% |
| November 30, 2023 | 76.39% |
| October 31, 2023 | 76.39% |
| September 30, 2023 | 76.39% |
| August 31, 2023 | 76.39% |
| July 31, 2023 | 76.39% |
| June 30, 2023 | 76.39% |
| May 31, 2023 | 76.39% |
| April 30, 2023 | 76.39% |
| March 31, 2023 | 76.39% |
| February 28, 2023 | 76.39% |
| January 31, 2023 | 76.39% |
| December 31, 2022 | 76.39% |
| November 30, 2022 | 76.39% |
| October 31, 2022 | 76.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.39% |
| August 31, 2022 | 76.39% |
| July 31, 2022 | 76.39% |
| June 30, 2022 | 76.39% |
| May 31, 2022 | 76.39% |
| April 30, 2022 | 76.39% |
| March 31, 2022 | 76.39% |
| February 28, 2022 | 76.39% |
| January 31, 2022 | 76.39% |
| December 31, 2021 | 76.39% |
| November 30, 2021 | 76.39% |
| October 31, 2021 | 76.39% |
| September 30, 2021 | 76.39% |
| August 31, 2021 | 76.39% |
| July 31, 2021 | 76.39% |
| June 30, 2021 | 76.39% |
| May 31, 2021 | 76.39% |
| April 30, 2021 | 76.39% |
| March 31, 2021 | 76.39% |
| February 28, 2021 | 80.04% |
| January 31, 2021 | 82.09% |
| December 31, 2020 | 84.00% |
| November 30, 2020 | 85.35% |
| October 31, 2020 | 85.35% |
| September 30, 2020 | 85.35% |
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
76.39%
Minimum
Mar 2021
85.35%
Maximum
Nov 2019
78.83%
Average
76.39%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Axcelis Technologies Inc | 63.36% |
| Veeco Instruments Inc | 77.16% |
| Indie Semiconductor Inc | -- |
| Photronics Inc | 47.36% |
| Lam Research Corp | 56.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.59 |
| Beta (5Y) | 1.445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.49% |
| Historical Sharpe Ratio (5Y) | -0.0492 |
| Historical Sortino (5Y) | -0.0796 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.98% |