KLA Corp (KLAC)
677.86
-1.94
(-0.29%)
USD |
NASDAQ |
Apr 01, 11:08
KLA Max Drawdown (5Y): 40.29% for March 31, 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
| Marvell Technology Inc | 61.88% |
| NVIDIA Corp | 66.34% |
| Intel Corp | 69.56% |
| Broadcom Inc | 35.16% |
| Applied Materials Inc | 55.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.59 |
| Beta (5Y) | 1.370 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.56% |
| Historical Sharpe Ratio (5Y) | 0.9709 |
| Historical Sortino (5Y) | 2.029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |