nLight Inc (LASR)
12.14
+0.58
(+5.02%)
USD |
NASDAQ |
May 03, 16:00
12.12
-0.02
(-0.16%)
Pre-Market: 20:00
nLight Max Drawdown (5Y): 81.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.68% |
| March 31, 2024 | 81.68% |
| February 29, 2024 | 81.68% |
| January 31, 2024 | 81.68% |
| December 31, 2023 | 81.68% |
| November 30, 2023 | 81.68% |
| October 31, 2023 | 81.68% |
| September 30, 2023 | 80.88% |
| August 31, 2023 | 80.88% |
| July 31, 2023 | 80.88% |
| June 30, 2023 | 80.88% |
| May 31, 2023 | 80.88% |
| April 30, 2023 | 80.88% |
| March 31, 2023 | 79.63% |
| February 28, 2023 | 79.39% |
| January 31, 2023 | 79.39% |
| December 31, 2022 | 79.39% |
| November 30, 2022 | 79.39% |
| October 31, 2022 | 79.39% |
| September 30, 2022 | 78.96% |
| August 31, 2022 | 77.98% |
| July 31, 2022 | 77.98% |
| June 30, 2022 | 77.25% |
| May 31, 2022 | 77.04% |
| April 30, 2022 | 77.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.04% |
| February 28, 2022 | 77.04% |
| January 31, 2022 | 77.04% |
| December 31, 2021 | 77.04% |
| November 30, 2021 | 77.04% |
| October 31, 2021 | 77.04% |
| September 30, 2021 | 77.04% |
| August 31, 2021 | 77.04% |
| July 31, 2021 | 77.04% |
| June 30, 2021 | 77.04% |
| May 31, 2021 | 77.04% |
| April 30, 2021 | 77.04% |
| March 31, 2021 | 77.04% |
| February 28, 2021 | 77.04% |
| January 31, 2021 | 77.04% |
| December 31, 2020 | 77.04% |
| November 30, 2020 | 77.04% |
| October 31, 2020 | 77.04% |
| September 30, 2020 | 77.04% |
| August 31, 2020 | 77.04% |
| July 31, 2020 | 77.04% |
| June 30, 2020 | 77.04% |
| May 31, 2020 | 77.04% |
| April 30, 2020 | 77.04% |
| March 31, 2020 | 76.80% |
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
59.36%
Minimum
May 2019
81.68%
Maximum
Oct 2023
76.51%
Average
77.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
| IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.32 |
| Beta (5Y) | 2.420 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.47% |
| Historical Sharpe Ratio (5Y) | -0.261 |
| Historical Sortino (5Y) | -0.5778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.18% |