SemiLEDs Corp (LEDS)
1.55
-0.02
(-1.27%)
USD |
NASDAQ |
Apr 30, 15:50
SemiLEDs Max Drawdown (5Y): 96.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.05% |
| February 29, 2024 | 96.05% |
| January 31, 2024 | 96.05% |
| December 31, 2023 | 96.05% |
| November 30, 2023 | 96.05% |
| October 31, 2023 | 95.66% |
| September 30, 2023 | 94.04% |
| August 31, 2023 | 94.04% |
| July 31, 2023 | 94.04% |
| June 30, 2023 | 94.04% |
| May 31, 2023 | 94.04% |
| April 30, 2023 | 94.04% |
| March 31, 2023 | 94.04% |
| February 28, 2023 | 94.04% |
| January 31, 2023 | 94.04% |
| December 31, 2022 | 94.04% |
| November 30, 2022 | 91.52% |
| October 31, 2022 | 91.52% |
| September 30, 2022 | 91.52% |
| August 31, 2022 | 91.52% |
| July 31, 2022 | 91.52% |
| June 30, 2022 | 92.46% |
| May 31, 2022 | 92.46% |
| April 30, 2022 | 92.46% |
| March 31, 2022 | 92.46% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.46% |
| January 31, 2022 | 92.46% |
| December 31, 2021 | 92.46% |
| November 30, 2021 | 92.46% |
| October 31, 2021 | 92.46% |
| September 30, 2021 | 92.46% |
| August 31, 2021 | 92.61% |
| July 31, 2021 | 92.61% |
| June 30, 2021 | 92.61% |
| May 31, 2021 | 92.61% |
| April 30, 2021 | 94.68% |
| March 31, 2021 | 96.76% |
| February 28, 2021 | 97.48% |
| January 31, 2021 | 97.48% |
| December 31, 2020 | 97.65% |
| November 30, 2020 | 97.65% |
| October 31, 2020 | 98.00% |
| September 30, 2020 | 98.00% |
| August 31, 2020 | 98.53% |
| July 31, 2020 | 98.75% |
| June 30, 2020 | 98.82% |
| May 31, 2020 | 98.82% |
| April 30, 2020 | 98.82% |
| March 31, 2020 | 98.82% |
| February 29, 2020 | 98.82% |
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
91.52%
Minimum
Jul 2022
98.82%
Maximum
Apr 2019
95.44%
Average
95.17%
Median
Max Drawdown (5Y) Benchmarks
| Lattice Semiconductor Corp | 47.49% |
| SunPower Corp | 95.39% |
| Nano Labs Ltd | -- |
| Amkor Technology Inc | 61.26% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.88 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.3% |
| Historical Sharpe Ratio (5Y) | -0.1577 |
| Historical Sortino (5Y) | -0.4777 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.31% |