IPG Photonics Corp (IPGP)
89.36
+1.12
(+1.27%)
USD |
NASDAQ |
Apr 26, 11:01
IPG Photonics Max Drawdown (5Y): 68.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.47% |
| February 29, 2024 | 68.47% |
| January 31, 2024 | 68.47% |
| December 31, 2023 | 68.47% |
| November 30, 2023 | 68.47% |
| October 31, 2023 | 68.47% |
| September 30, 2023 | 68.47% |
| August 31, 2023 | 68.47% |
| July 31, 2023 | 68.47% |
| June 30, 2023 | 68.47% |
| May 31, 2023 | 68.47% |
| April 30, 2023 | 68.47% |
| March 31, 2023 | 68.47% |
| February 28, 2023 | 68.47% |
| January 31, 2023 | 68.47% |
| December 31, 2022 | 68.47% |
| November 30, 2022 | 68.47% |
| October 31, 2022 | 68.47% |
| September 30, 2022 | 68.11% |
| August 31, 2022 | 68.11% |
| July 31, 2022 | 68.11% |
| June 30, 2022 | 68.11% |
| May 31, 2022 | 65.29% |
| April 30, 2022 | 65.29% |
| March 31, 2022 | 60.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.99% |
| January 31, 2022 | 60.99% |
| December 31, 2021 | 60.99% |
| November 30, 2021 | 60.99% |
| October 31, 2021 | 60.99% |
| September 30, 2021 | 60.99% |
| August 31, 2021 | 60.99% |
| July 31, 2021 | 60.99% |
| June 30, 2021 | 60.99% |
| May 31, 2021 | 60.99% |
| April 30, 2021 | 60.99% |
| March 31, 2021 | 60.99% |
| February 28, 2021 | 60.99% |
| January 31, 2021 | 60.99% |
| December 31, 2020 | 60.99% |
| November 30, 2020 | 60.99% |
| October 31, 2020 | 60.99% |
| September 30, 2020 | 60.99% |
| August 31, 2020 | 60.99% |
| July 31, 2020 | 60.99% |
| June 30, 2020 | 60.99% |
| May 31, 2020 | 60.99% |
| April 30, 2020 | 60.99% |
| March 31, 2020 | 59.99% |
| February 29, 2020 | 59.88% |
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
59.88%
Minimum
Apr 2019
68.47%
Maximum
Oct 2022
63.63%
Average
60.99%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| FormFactor Inc | 64.42% |
| Kulicke & Soffa Industries Inc | 48.54% |
| Micron Technology Inc | 49.63% |
| Photronics Inc | 47.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.31 |
| Beta (5Y) | 1.190 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.67% |
| Historical Sharpe Ratio (5Y) | -0.3047 |
| Historical Sortino (5Y) | -0.5194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.51% |