SemiLEDs Corp (LEDS)
1.12
-0.06
(-5.08%)
USD |
NASDAQ |
Nov 05, 16:00
1.11
-0.01
(-0.89%)
After-Hours: 19:17
SemiLEDs Max Drawdown (5Y): 96.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.05% |
| September 30, 2024 | 96.05% |
| August 31, 2024 | 96.05% |
| July 31, 2024 | 96.05% |
| June 30, 2024 | 96.05% |
| May 31, 2024 | 96.05% |
| April 30, 2024 | 96.05% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
95.11%
Average
95.17%
Median
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| FormFactor Inc | 64.42% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.32 |
| Beta (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.1% |
| Historical Sharpe Ratio (5Y) | -0.1513 |
| Historical Sortino (5Y) | -0.453 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.26% |