Cohu Inc (COHU)
26.51
-0.84
(-3.07%)
USD |
NASDAQ |
Nov 04, 16:00
26.40
-0.11
(-0.41%)
After-Hours: 20:00
Cohu Max Drawdown (5Y): 63.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 63.49% |
September 30, 2024 | 63.49% |
August 31, 2024 | 63.49% |
July 31, 2024 | 63.49% |
June 30, 2024 | 63.49% |
May 31, 2024 | 63.49% |
April 30, 2024 | 63.49% |
March 31, 2024 | 63.49% |
February 29, 2024 | 63.49% |
January 31, 2024 | 63.49% |
December 31, 2023 | 63.49% |
November 30, 2023 | 63.49% |
October 31, 2023 | 63.49% |
September 30, 2023 | 63.49% |
August 31, 2023 | 63.49% |
July 31, 2023 | 63.49% |
June 30, 2023 | 63.49% |
May 31, 2023 | 63.49% |
April 30, 2023 | 63.49% |
March 31, 2023 | 63.49% |
February 28, 2023 | 63.49% |
January 31, 2023 | 63.49% |
December 31, 2022 | 63.49% |
November 30, 2022 | 63.49% |
October 31, 2022 | 63.49% |
Date | Value |
---|---|
September 30, 2022 | 63.49% |
August 31, 2022 | 63.49% |
July 31, 2022 | 63.49% |
June 30, 2022 | 63.49% |
May 31, 2022 | 63.49% |
April 30, 2022 | 63.49% |
March 31, 2022 | 63.49% |
February 28, 2022 | 63.49% |
January 31, 2022 | 63.49% |
December 31, 2021 | 63.49% |
November 30, 2021 | 63.49% |
October 31, 2021 | 63.49% |
September 30, 2021 | 63.49% |
August 31, 2021 | 63.49% |
July 31, 2021 | 63.49% |
June 30, 2021 | 63.49% |
May 31, 2021 | 63.49% |
April 30, 2021 | 63.49% |
March 31, 2021 | 63.49% |
February 28, 2021 | 63.49% |
January 31, 2021 | 63.49% |
December 31, 2020 | 63.49% |
November 30, 2020 | 63.49% |
October 31, 2020 | 63.49% |
September 30, 2020 | 63.49% |
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
57.00%
Minimum
Nov 2019
63.49%
Maximum
Mar 2020
63.06%
Average
63.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aehr Test Systems | 81.06% |
Electro-Sensors Inc | 59.29% |
Frequency Electronics Inc | 62.46% |
Itron Inc | 65.26% |
MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.40 |
Beta (5Y) | 1.518 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.08% |
Historical Sharpe Ratio (5Y) | 0.1238 |
Historical Sortino (5Y) | 0.2049 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.15% |