Indie Semiconductor Inc (INDI)
4.65
+0.10
(+2.20%)
USD |
NASDAQ |
Nov 21, 16:00
4.65
0.00 (0.00%)
After-Hours: 20:00
Indie Semiconductor Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Axcelis Technologies Inc | 63.36% |
| Amtech Systems Inc | 77.82% |
| Veeco Instruments Inc | 77.16% |
| Lam Research Corp | 56.39% |
| Synaptics Inc | 76.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.66 |
| Beta (5Y) | 1.217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.32% |
| Historical Sharpe Ratio (5Y) | -0.404 |
| Historical Sortino (5Y) | -0.6843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.23% |