Coherent Corp (COHR)
105.72
+2.34
(+2.26%)
USD |
NYSE |
Nov 21, 16:00
105.71
-0.01
(-0.01%)
Pre-Market: 20:00
Coherent Max Drawdown (5Y): 72.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.22% |
| September 30, 2024 | 72.22% |
| August 31, 2024 | 72.22% |
| July 31, 2024 | 72.22% |
| June 30, 2024 | 72.22% |
| May 31, 2024 | 72.22% |
| April 30, 2024 | 72.22% |
| March 31, 2024 | 72.22% |
| February 29, 2024 | 72.22% |
| January 31, 2024 | 72.22% |
| December 31, 2023 | 72.22% |
| November 30, 2023 | 72.22% |
| October 31, 2023 | 72.22% |
| September 30, 2023 | 72.22% |
| August 31, 2023 | 72.22% |
| July 31, 2023 | 72.22% |
| June 30, 2023 | 72.22% |
| May 31, 2023 | 72.22% |
| April 30, 2023 | 69.92% |
| March 31, 2023 | 69.92% |
| February 28, 2023 | 69.92% |
| January 31, 2023 | 69.92% |
| December 31, 2022 | 69.92% |
| November 30, 2022 | 69.92% |
| October 31, 2022 | 69.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.00% |
| August 31, 2022 | 60.06% |
| July 31, 2022 | 60.06% |
| June 30, 2022 | 60.06% |
| May 31, 2022 | 60.06% |
| April 30, 2022 | 60.06% |
| March 31, 2022 | 60.06% |
| February 28, 2022 | 60.06% |
| January 31, 2022 | 60.06% |
| December 31, 2021 | 60.06% |
| November 30, 2021 | 60.06% |
| October 31, 2021 | 60.06% |
| September 30, 2021 | 60.06% |
| August 31, 2021 | 60.06% |
| July 31, 2021 | 60.06% |
| June 30, 2021 | 60.06% |
| May 31, 2021 | 60.06% |
| April 30, 2021 | 60.06% |
| March 31, 2021 | 60.06% |
| February 28, 2021 | 60.06% |
| January 31, 2021 | 60.06% |
| December 31, 2020 | 60.06% |
| November 30, 2020 | 60.06% |
| October 31, 2020 | 60.06% |
| September 30, 2020 | 60.06% |
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
48.75%
Minimum
Jan 2020
72.22%
Maximum
May 2023
64.45%
Average
60.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ESCO Technologies Inc | 45.96% |
| Faro Technologies Inc | 89.26% |
| Luna Innovations Inc | 88.62% |
| Trimble Inc | 57.35% |
| Know Labs Inc | 95.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9432 |
| Beta (5Y) | 1.654 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.64% |
| Historical Sharpe Ratio (5Y) | 0.3257 |
| Historical Sortino (5Y) | 0.7165 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.97% |