Intel Corp (INTC)
22.72
-0.90
(-3.81%)
USD |
NASDAQ |
Mar 28, 16:00
22.61
-0.11
(-0.48%)
After-Hours: 19:57
Intel Max Drawdown (5Y): 69.56% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| Advanced Micro Devices Inc | 65.45% |
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.81 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.31% |
| Historical Sharpe Ratio (5Y) | -0.4209 |
| Historical Sortino (5Y) | -0.5803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.38% |