Ichor Holdings Ltd (ICHR)
32.56
+1.46
(+4.69%)
USD |
NASDAQ |
Nov 21, 16:00
31.01
-1.55
(-4.76%)
Pre-Market: 08:42
Ichor Holdings Max Drawdown (5Y): 65.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.12% |
| September 30, 2024 | 65.12% |
| August 31, 2024 | 65.12% |
| July 31, 2024 | 65.12% |
| June 30, 2024 | 65.12% |
| May 31, 2024 | 65.12% |
| April 30, 2024 | 65.12% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.12%
Maximum
Oct 2022
63.39%
Average
62.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| FormFactor Inc | 64.42% |
| Photronics Inc | 47.36% |
| Amkor Technology Inc | 61.26% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.33 |
| Beta (5Y) | 1.910 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.97% |
| Historical Sharpe Ratio (5Y) | -0.0655 |
| Historical Sortino (5Y) | -0.1207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.41% |