KLA Corp (KLAC)
633.16
+16.33
(+2.65%)
USD |
NASDAQ |
Nov 21, 16:00
631.22
-1.94
(-0.31%)
After-Hours: 20:00
KLA Max Drawdown (5Y): 40.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.29% |
| September 30, 2024 | 40.29% |
| August 31, 2024 | 40.29% |
| July 31, 2024 | 40.29% |
| June 30, 2024 | 40.29% |
| May 31, 2024 | 40.29% |
| April 30, 2024 | 40.29% |
| March 31, 2024 | 40.29% |
| February 29, 2024 | 40.29% |
| January 31, 2024 | 40.29% |
| December 31, 2023 | 40.29% |
| November 30, 2023 | 40.29% |
| October 31, 2023 | 40.29% |
| September 30, 2023 | 40.29% |
| August 31, 2023 | 40.29% |
| July 31, 2023 | 40.29% |
| June 30, 2023 | 40.29% |
| May 31, 2023 | 40.29% |
| April 30, 2023 | 40.29% |
| March 31, 2023 | 40.29% |
| February 28, 2023 | 40.29% |
| January 31, 2023 | 40.29% |
| December 31, 2022 | 40.29% |
| November 30, 2022 | 40.29% |
| October 31, 2022 | 40.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.23% |
| August 31, 2022 | 37.23% |
| July 31, 2022 | 37.23% |
| June 30, 2022 | 37.23% |
| May 31, 2022 | 37.23% |
| April 30, 2022 | 37.23% |
| March 31, 2022 | 37.23% |
| February 28, 2022 | 37.23% |
| January 31, 2022 | 37.23% |
| December 31, 2021 | 37.23% |
| November 30, 2021 | 37.23% |
| October 31, 2021 | 37.23% |
| September 30, 2021 | 37.23% |
| August 31, 2021 | 37.23% |
| July 31, 2021 | 37.23% |
| June 30, 2021 | 37.23% |
| May 31, 2021 | 37.23% |
| April 30, 2021 | 37.23% |
| March 31, 2021 | 37.23% |
| February 28, 2021 | 37.23% |
| January 31, 2021 | 37.23% |
| December 31, 2020 | 37.23% |
| November 30, 2020 | 37.23% |
| October 31, 2020 | 37.23% |
| September 30, 2020 | 37.23% |
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
34.53%
Minimum
Nov 2019
40.29%
Maximum
Oct 2022
38.33%
Average
37.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Applied Materials Inc | 55.14% |
| Advanced Micro Devices Inc | 65.45% |
| NVIDIA Corp | 66.34% |
| Intel Corp | 69.56% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.21 |
| Beta (5Y) | 1.295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.77% |
| Historical Sharpe Ratio (5Y) | 0.8186 |
| Historical Sortino (5Y) | 1.621 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.97% |