KLA Corp (KLAC)

629.37 +7.19 (+1.16%) USD  |  NASDAQ  |  Dec 20, 16:00
629.85 +0.48 (+0.08%) Pre-Market: 20:00
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KLA Max Drawdown (5Y): 40.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Max Drawdown (5Y) Benchmarks

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Micron Technology Inc 49.63%
Applied Materials Inc 55.14%
Advanced Micro Devices Inc 65.45%
NVIDIA Corp 66.34%
Lam Research Corp 56.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 13.84
Beta (5Y) 1.275
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.32%
Historical Sharpe Ratio (5Y) 0.8056
Historical Sortino (5Y) 1.601
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.34%