IPG Photonics Corp (IPGP)
74.81
+1.29
(+1.75%)
USD |
NASDAQ |
Nov 21, 16:00
74.82
+0.01
(+0.01%)
Pre-Market: 20:00
IPG Photonics Max Drawdown (5Y): 75.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.90% |
| September 30, 2024 | 75.90% |
| August 31, 2024 | 74.59% |
| July 31, 2024 | 68.91% |
| June 30, 2024 | 68.47% |
| May 31, 2024 | 68.47% |
| April 30, 2024 | 68.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
75.90%
Maximum
Sep 2024
64.99%
Average
65.29%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Photronics Inc | 47.36% |
| FormFactor Inc | 64.42% |
| Amkor Technology Inc | 61.26% |
| Kulicke & Soffa Industries Inc | 48.54% |
| Entegris Inc | 59.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.69 |
| Beta (5Y) | 0.9844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.04% |
| Historical Sharpe Ratio (5Y) | -0.3151 |
| Historical Sortino (5Y) | -0.5151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.30% |