Lam Research Corp (LRCX)
903.67
+18.78
(+2.12%)
USD |
NASDAQ |
Apr 25, 10:22
Lam Research Max Drawdown (5Y): 56.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 45.00% |
| July 31, 2020 | 45.00% |
| June 30, 2020 | 45.00% |
| May 31, 2020 | 45.00% |
| April 30, 2020 | 45.00% |
| March 31, 2020 | 45.00% |
| February 29, 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
Apr 2019
56.39%
Maximum
Oct 2022
48.54%
Average
45.00%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Applied Materials Inc | 55.14% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 61.62% |
| KLA Corp | 40.29% |
| Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.43 |
| Beta (5Y) | 1.511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.13% |
| Historical Sharpe Ratio (5Y) | 0.9533 |
| Historical Sortino (5Y) | 1.618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.19% |