FormFactor Inc (FORM)
40.78
+1.12
(+2.82%)
USD |
NASDAQ |
Nov 21, 16:00
41.16
+0.38
(+0.93%)
After-Hours: 20:00
FormFactor Max Drawdown (5Y): 64.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.42% |
| September 30, 2024 | 64.42% |
| August 31, 2024 | 64.42% |
| July 31, 2024 | 64.42% |
| June 30, 2024 | 64.42% |
| May 31, 2024 | 64.42% |
| April 30, 2024 | 64.42% |
| March 31, 2024 | 64.42% |
| February 29, 2024 | 64.42% |
| January 31, 2024 | 64.42% |
| December 31, 2023 | 64.42% |
| November 30, 2023 | 64.42% |
| October 31, 2023 | 64.42% |
| September 30, 2023 | 64.42% |
| August 31, 2023 | 64.42% |
| July 31, 2023 | 64.42% |
| June 30, 2023 | 64.42% |
| May 31, 2023 | 64.42% |
| April 30, 2023 | 64.42% |
| March 31, 2023 | 64.42% |
| February 28, 2023 | 64.42% |
| January 31, 2023 | 64.42% |
| December 31, 2022 | 64.42% |
| November 30, 2022 | 64.42% |
| October 31, 2022 | 60.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.00% |
| August 31, 2022 | 42.72% |
| July 31, 2022 | 40.98% |
| June 30, 2022 | 40.98% |
| May 31, 2022 | 40.98% |
| April 30, 2022 | 40.98% |
| March 31, 2022 | 40.98% |
| February 28, 2022 | 40.98% |
| January 31, 2022 | 40.98% |
| December 31, 2021 | 40.98% |
| November 30, 2021 | 40.98% |
| October 31, 2021 | 40.98% |
| September 30, 2021 | 40.98% |
| August 31, 2021 | 40.98% |
| July 31, 2021 | 40.98% |
| June 30, 2021 | 40.98% |
| May 31, 2021 | 40.98% |
| April 30, 2021 | 40.98% |
| March 31, 2021 | 40.98% |
| February 28, 2021 | 40.98% |
| January 31, 2021 | 41.13% |
| December 31, 2020 | 41.13% |
| November 30, 2020 | 41.13% |
| October 31, 2020 | 41.13% |
| September 30, 2020 | 41.13% |
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
40.98%
Minimum
Feb 2021
65.80%
Maximum
Nov 2019
52.82%
Average
53.22%
Median
Max Drawdown (5Y) Benchmarks
| Photronics Inc | 47.36% |
| IPG Photonics Corp | 75.90% |
| Kulicke & Soffa Industries Inc | 48.54% |
| Semtech Corp | 85.40% |
| Ichor Holdings Ltd | 65.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.135 |
| Beta (5Y) | 1.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.44% |
| Historical Sharpe Ratio (5Y) | 0.2013 |
| Historical Sortino (5Y) | 0.3372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.96% |