FormFactor Inc (FORM)
41.72
+0.31
(+0.75%)
USD |
NASDAQ |
Apr 24, 16:00
41.71
-0.01
(-0.02%)
Pre-Market: 20:00
FormFactor Max Drawdown (5Y): 64.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 40.98% |
December 31, 2020 | 40.98% |
November 30, 2020 | 40.98% |
October 31, 2020 | 40.98% |
September 30, 2020 | 40.98% |
August 31, 2020 | 40.98% |
July 31, 2020 | 40.98% |
June 30, 2020 | 40.98% |
May 31, 2020 | 44.94% |
April 30, 2020 | 44.94% |
March 31, 2020 | 44.94% |
February 29, 2020 | 44.94% |
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
Jun 2020
72.62%
Maximum
Apr 2019
52.13%
Average
44.94%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Entegris Inc | 59.32% |
IPG Photonics Corp | 68.47% |
Kulicke & Soffa Industries Inc | 48.54% |
Marvell Technology Inc | 61.88% |
Photronics Inc | 47.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.768 |
Beta (5Y) | 1.181 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.09% |
Historical Sharpe Ratio (5Y) | 0.4804 |
Historical Sortino (5Y) | 0.7853 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.25% |