nLight Inc (LASR)
11.11
+0.26
(+2.40%)
USD |
NASDAQ |
Nov 21, 16:00
11.11
0.00 (0.00%)
After-Hours: 20:00
nLight Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Broadcom Inc | 48.30% |
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.76 |
| Beta (5Y) | 2.327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.02% |
| Historical Sharpe Ratio (5Y) | -0.0581 |
| Historical Sortino (5Y) | -0.1243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.03% |