Atomera Inc (ATOM)
5.80
-0.02
(-0.26%)
USD |
NASDAQ |
Nov 22, 16:00
5.795
0.00 (0.00%)
After-Hours: 20:00
Atomera Max Drawdown (5Y): 94.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.73% |
| September 30, 2024 | 94.73% |
| August 31, 2024 | 94.21% |
| July 31, 2024 | 93.33% |
| June 30, 2024 | 92.01% |
| May 31, 2024 | 91.19% |
| April 30, 2024 | 90.42% |
| March 31, 2024 | 89.00% |
| February 29, 2024 | 89.00% |
| January 31, 2024 | 89.00% |
| December 31, 2023 | 89.00% |
| November 30, 2023 | 89.00% |
| October 31, 2023 | 88.78% |
| September 30, 2023 | 88.78% |
| August 31, 2023 | 88.78% |
| July 31, 2023 | 88.78% |
| June 30, 2023 | 88.78% |
| May 31, 2023 | 88.78% |
| April 30, 2023 | 88.78% |
| March 31, 2023 | 87.97% |
| February 28, 2023 | 87.30% |
| January 31, 2023 | 87.30% |
| December 31, 2022 | 87.23% |
| November 30, 2022 | 83.47% |
| October 31, 2022 | 83.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.34% |
| August 31, 2022 | 80.34% |
| July 31, 2022 | 80.34% |
| June 30, 2022 | 80.34% |
| May 31, 2022 | 80.06% |
| April 30, 2022 | 80.06% |
| March 31, 2022 | 76.68% |
| February 28, 2022 | 74.23% |
| January 31, 2022 | 74.23% |
| December 31, 2021 | 74.23% |
| November 30, 2021 | 74.23% |
| October 31, 2021 | 74.23% |
| September 30, 2021 | 74.23% |
| August 31, 2021 | 74.23% |
| July 31, 2021 | 74.23% |
| June 30, 2021 | 74.23% |
| May 31, 2021 | 74.23% |
| April 30, 2021 | 74.23% |
| March 31, 2021 | 74.23% |
| February 28, 2021 | 74.23% |
| January 31, 2021 | 74.23% |
| December 31, 2020 | 74.23% |
| November 30, 2020 | 74.23% |
| October 31, 2020 | 74.23% |
| September 30, 2020 | 74.23% |
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
74.23%
Minimum
Nov 2019
94.73%
Maximum
Sep 2024
81.17%
Average
80.06%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| FormFactor Inc | 64.42% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.75 |
| Beta (5Y) | 1.448 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.2% |
| Historical Sharpe Ratio (5Y) | 0.0181 |
| Historical Sortino (5Y) | 0.0556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.13% |