Lam Research Corp (LRCX)
73.50
+3.45
(+4.93%)
USD |
NASDAQ |
Nov 21, 16:00
73.25
-0.25
(-0.34%)
After-Hours: 20:00
Lam Research Max Drawdown (5Y): 56.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.39% |
| September 30, 2024 | 56.39% |
| August 31, 2024 | 56.39% |
| July 31, 2024 | 56.39% |
| June 30, 2024 | 56.39% |
| May 31, 2024 | 56.39% |
| April 30, 2024 | 56.39% |
| March 31, 2024 | 56.39% |
| February 29, 2024 | 56.39% |
| January 31, 2024 | 56.39% |
| December 31, 2023 | 56.39% |
| November 30, 2023 | 56.39% |
| October 31, 2023 | 56.39% |
| September 30, 2023 | 56.39% |
| August 31, 2023 | 56.39% |
| July 31, 2023 | 56.39% |
| June 30, 2023 | 56.39% |
| May 31, 2023 | 56.39% |
| April 30, 2023 | 56.39% |
| March 31, 2023 | 56.39% |
| February 28, 2023 | 56.39% |
| January 31, 2023 | 56.39% |
| December 31, 2022 | 56.39% |
| November 30, 2022 | 56.39% |
| October 31, 2022 | 56.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.32% |
| August 31, 2022 | 46.39% |
| July 31, 2022 | 46.39% |
| June 30, 2022 | 45.00% |
| May 31, 2022 | 45.00% |
| April 30, 2022 | 45.00% |
| March 31, 2022 | 45.00% |
| February 28, 2022 | 45.00% |
| January 31, 2022 | 45.00% |
| December 31, 2021 | 45.00% |
| November 30, 2021 | 45.00% |
| October 31, 2021 | 45.00% |
| September 30, 2021 | 45.00% |
| August 31, 2021 | 45.00% |
| July 31, 2021 | 45.00% |
| June 30, 2021 | 45.00% |
| May 31, 2021 | 45.00% |
| April 30, 2021 | 45.00% |
| March 31, 2021 | 45.00% |
| February 28, 2021 | 45.00% |
| January 31, 2021 | 45.00% |
| December 31, 2020 | 45.00% |
| November 30, 2020 | 45.00% |
| October 31, 2020 | 45.00% |
| September 30, 2020 | 45.00% |
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
45.00%
Minimum
Nov 2019
56.39%
Maximum
Oct 2022
49.87%
Average
45.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Applied Materials Inc | 55.14% |
| NVIDIA Corp | 66.34% |
| Broadcom Inc | 48.30% |
| Micron Technology Inc | 49.63% |
| Advanced Micro Devices Inc | 65.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.414 |
| Beta (5Y) | 1.480 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.16% |
| Historical Sharpe Ratio (5Y) | 0.4984 |
| Historical Sortino (5Y) | 0.8486 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.98% |