IPG Photonics Corp (IPGP)

73.82 -0.63 (-0.85%) USD  |  NASDAQ  |  Dec 20, 16:00
73.57 -0.25 (-0.34%) After-Hours: 20:00
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IPG Photonics Max Drawdown (5Y): 75.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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FormFactor Inc 64.42%
Intel Corp 69.56%
Kulicke & Soffa Industries Inc 48.54%
Photronics Inc 47.36%
Allegro Microsystems Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -26.49
Beta (5Y) 0.9573
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.16%
Historical Sharpe Ratio (5Y) -0.3591
Historical Sortino (5Y) -0.5878
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.30%