Ichor Holdings Ltd (ICHR)
37.54
0.00 (0.00%)
USD |
NASDAQ |
Apr 24, 16:00
37.52
-0.02
(-0.05%)
After-Hours: 20:00
Ichor Holdings Max Drawdown (5Y): 65.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 65.12% |
| February 29, 2024 | 65.12% |
| January 31, 2024 | 65.12% |
| December 31, 2023 | 65.12% |
| November 30, 2023 | 65.12% |
| October 31, 2023 | 65.12% |
| September 30, 2023 | 65.12% |
| August 31, 2023 | 65.12% |
| July 31, 2023 | 65.12% |
| June 30, 2023 | 65.12% |
| May 31, 2023 | 65.12% |
| April 30, 2023 | 65.12% |
| March 31, 2023 | 65.12% |
| February 28, 2023 | 65.12% |
| January 31, 2023 | 65.12% |
| December 31, 2022 | 65.12% |
| November 30, 2022 | 65.12% |
| October 31, 2022 | 65.12% |
| September 30, 2022 | 64.39% |
| August 31, 2022 | 64.39% |
| July 31, 2022 | 64.39% |
| June 30, 2022 | 62.55% |
| May 31, 2022 | 62.55% |
| April 30, 2022 | 62.55% |
| March 31, 2022 | 62.55% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.55% |
| January 31, 2022 | 62.55% |
| December 31, 2021 | 62.55% |
| November 30, 2021 | 62.55% |
| October 31, 2021 | 62.55% |
| September 30, 2021 | 62.55% |
| August 31, 2021 | 62.55% |
| July 31, 2021 | 62.55% |
| June 30, 2021 | 62.55% |
| May 31, 2021 | 62.55% |
| April 30, 2021 | 62.55% |
| March 31, 2021 | 62.55% |
| February 28, 2021 | 62.55% |
| January 31, 2021 | 62.55% |
| December 31, 2020 | 62.55% |
| November 30, 2020 | 62.55% |
| October 31, 2020 | 62.55% |
| September 30, 2020 | 62.55% |
| August 31, 2020 | 62.55% |
| July 31, 2020 | 62.55% |
| June 30, 2020 | 62.55% |
| May 31, 2020 | 62.55% |
| April 30, 2020 | 62.55% |
| March 31, 2020 | 62.55% |
| February 29, 2020 | 57.76% |
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
57.76%
Minimum
Apr 2019
65.12%
Maximum
Oct 2022
62.54%
Average
62.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
| IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.97 |
| Beta (5Y) | 2.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.98% |
| Historical Sharpe Ratio (5Y) | 0.1638 |
| Historical Sortino (5Y) | 0.31 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.83% |