Lam Research Corp (LRCX)

71.79 +0.58 (+0.81%) USD  |  NASDAQ  |  Dec 20, 16:00
71.80 +0.01 (+0.01%) After-Hours: 20:00
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Lam Research Max Drawdown (5Y): 56.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Applied Materials Inc 55.14%
Advanced Micro Devices Inc 65.45%
Intel Corp 69.56%
KLA Corp 40.29%
Micron Technology Inc 49.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.161
Beta (5Y) 1.463
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.29%
Historical Sharpe Ratio (5Y) 0.5013
Historical Sortino (5Y) 0.8673
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.98%