Entegris Inc (ENTG)

99.46 +1.55 (+1.58%) USD  |  NASDAQ  |  Dec 20, 16:00
99.47 +0.01 (+0.01%) Pre-Market: 20:00
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Entegris Max Drawdown (5Y): 59.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Marvell Technology Inc 61.88%
Intel Corp 69.56%
Amkor Technology Inc 61.26%
MKS Instruments Inc 66.63%
Micron Technology Inc 49.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.021
Beta (5Y) 1.235
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.63%
Historical Sharpe Ratio (5Y) 0.3809
Historical Sortino (5Y) 0.7152
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.90%