Entegris Inc (ENTG)
100.98
-6.07
(-5.67%)
USD |
NASDAQ |
Nov 04, 16:00
112.40
+11.42
(+11.31%)
After-Hours: 06:00
Entegris Max Drawdown (5Y): 59.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.32% |
| September 30, 2024 | 59.32% |
| August 31, 2024 | 59.32% |
| July 31, 2024 | 59.32% |
| June 30, 2024 | 59.32% |
| May 31, 2024 | 59.32% |
| April 30, 2024 | 59.32% |
| March 31, 2024 | 59.32% |
| February 29, 2024 | 59.32% |
| January 31, 2024 | 59.32% |
| December 31, 2023 | 59.32% |
| November 30, 2023 | 59.32% |
| October 31, 2023 | 59.32% |
| September 30, 2023 | 59.32% |
| August 31, 2023 | 59.32% |
| July 31, 2023 | 59.32% |
| June 30, 2023 | 59.32% |
| May 31, 2023 | 59.32% |
| April 30, 2023 | 59.32% |
| March 31, 2023 | 59.32% |
| February 28, 2023 | 59.32% |
| January 31, 2023 | 59.32% |
| December 31, 2022 | 59.32% |
| November 30, 2022 | 58.83% |
| October 31, 2022 | 52.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.21% |
| August 31, 2022 | 42.80% |
| July 31, 2022 | 42.80% |
| June 30, 2022 | 40.45% |
| May 31, 2022 | 36.80% |
| April 30, 2022 | 36.80% |
| March 31, 2022 | 36.80% |
| February 28, 2022 | 36.80% |
| January 31, 2022 | 36.80% |
| December 31, 2021 | 36.80% |
| November 30, 2021 | 36.80% |
| October 31, 2021 | 36.80% |
| September 30, 2021 | 36.80% |
| August 31, 2021 | 36.80% |
| July 31, 2021 | 36.80% |
| June 30, 2021 | 36.80% |
| May 31, 2021 | 36.80% |
| April 30, 2021 | 36.80% |
| March 31, 2021 | 36.80% |
| February 28, 2021 | 36.80% |
| January 31, 2021 | 36.80% |
| December 31, 2020 | 36.80% |
| November 30, 2020 | 36.80% |
| October 31, 2020 | 36.80% |
| September 30, 2020 | 36.80% |
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
36.80%
Minimum
Nov 2019
59.32%
Maximum
Dec 2022
46.47%
Average
36.80%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ON Semiconductor Corp | 68.47% |
| Amkor Technology Inc | 61.26% |
| Intel Corp | 69.56% |
| IPG Photonics Corp | 75.90% |
| Microchip Technology Inc | 49.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.092 |
| Beta (5Y) | 1.245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.67% |
| Historical Sharpe Ratio (5Y) | 0.3684 |
| Historical Sortino (5Y) | 0.6868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.90% |