Intel Corp (INTC)
24.19
+0.18
(+0.75%)
USD |
NASDAQ |
Nov 21, 10:52
Intel Max Drawdown (5Y): 69.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.56% |
| September 30, 2024 | 69.56% |
| August 31, 2024 | 69.40% |
| July 31, 2024 | 61.62% |
| June 30, 2024 | 61.62% |
| May 31, 2024 | 61.62% |
| April 30, 2024 | 61.62% |
| March 31, 2024 | 61.62% |
| February 29, 2024 | 61.62% |
| January 31, 2024 | 61.62% |
| December 31, 2023 | 61.62% |
| November 30, 2023 | 61.62% |
| October 31, 2023 | 61.62% |
| September 30, 2023 | 61.62% |
| August 31, 2023 | 61.62% |
| July 31, 2023 | 61.62% |
| June 30, 2023 | 61.62% |
| May 31, 2023 | 61.62% |
| April 30, 2023 | 61.62% |
| March 31, 2023 | 61.62% |
| February 28, 2023 | 61.62% |
| January 31, 2023 | 61.62% |
| December 31, 2022 | 61.62% |
| November 30, 2022 | 61.62% |
| October 31, 2022 | 61.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.50% |
| August 31, 2022 | 51.07% |
| July 31, 2022 | 44.91% |
| June 30, 2022 | 43.90% |
| May 31, 2022 | 36.80% |
| April 30, 2022 | 34.53% |
| March 31, 2022 | 34.53% |
| February 28, 2022 | 34.53% |
| January 31, 2022 | 34.53% |
| December 31, 2021 | 34.53% |
| November 30, 2021 | 34.53% |
| October 31, 2021 | 34.53% |
| September 30, 2021 | 34.53% |
| August 31, 2021 | 34.53% |
| July 31, 2021 | 34.53% |
| June 30, 2021 | 34.53% |
| May 31, 2021 | 34.53% |
| April 30, 2021 | 34.53% |
| March 31, 2021 | 34.53% |
| February 28, 2021 | 34.53% |
| January 31, 2021 | 34.53% |
| December 31, 2020 | 34.53% |
| November 30, 2020 | 34.53% |
| October 31, 2020 | 34.53% |
| September 30, 2020 | 34.53% |
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
29.75%
Minimum
Nov 2019
69.56%
Maximum
Sep 2024
46.97%
Average
35.67%
Median
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
| Texas Instruments Inc | 29.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.07 |
| Beta (5Y) | 1.032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.10% |
| Historical Sharpe Ratio (5Y) | -0.4537 |
| Historical Sortino (5Y) | -0.6189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.89% |