Microchip Technology Inc (MCHP)
74.81
+1.44
(+1.96%)
USD |
NASDAQ |
Nov 01, 16:00
74.85
+0.04
(+0.05%)
After-Hours: 20:00
Microchip Technology Max Drawdown (5Y): 49.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.68% |
| September 30, 2024 | 49.68% |
| August 31, 2024 | 49.68% |
| July 31, 2024 | 49.68% |
| June 30, 2024 | 49.68% |
| May 31, 2024 | 49.68% |
| April 30, 2024 | 49.68% |
| March 31, 2024 | 49.68% |
| February 29, 2024 | 49.68% |
| January 31, 2024 | 49.68% |
| December 31, 2023 | 49.68% |
| November 30, 2023 | 49.68% |
| October 31, 2023 | 49.68% |
| September 30, 2023 | 49.68% |
| August 31, 2023 | 49.68% |
| July 31, 2023 | 49.68% |
| June 30, 2023 | 49.68% |
| May 31, 2023 | 49.68% |
| April 30, 2023 | 49.68% |
| March 31, 2023 | 49.68% |
| February 28, 2023 | 49.68% |
| January 31, 2023 | 49.68% |
| December 31, 2022 | 49.68% |
| November 30, 2022 | 49.68% |
| October 31, 2022 | 49.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.68% |
| August 31, 2022 | 49.68% |
| July 31, 2022 | 49.68% |
| June 30, 2022 | 49.68% |
| May 31, 2022 | 49.68% |
| April 30, 2022 | 49.68% |
| March 31, 2022 | 49.68% |
| February 28, 2022 | 49.68% |
| January 31, 2022 | 49.68% |
| December 31, 2021 | 49.68% |
| November 30, 2021 | 49.68% |
| October 31, 2021 | 49.68% |
| September 30, 2021 | 49.68% |
| August 31, 2021 | 49.68% |
| July 31, 2021 | 49.68% |
| June 30, 2021 | 49.68% |
| May 31, 2021 | 49.68% |
| April 30, 2021 | 49.68% |
| March 31, 2021 | 49.68% |
| February 28, 2021 | 49.68% |
| January 31, 2021 | 49.68% |
| December 31, 2020 | 49.68% |
| November 30, 2020 | 49.68% |
| October 31, 2020 | 49.68% |
| September 30, 2020 | 49.68% |
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
40.40%
Minimum
Nov 2019
49.68%
Maximum
Mar 2020
49.06%
Average
49.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| Texas Instruments Inc | 29.85% |
| Micron Technology Inc | 49.63% |
| Advanced Micro Devices Inc | 65.45% |
| Broadcom Inc | 48.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.14 |
| Beta (5Y) | 1.534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.88% |
| Historical Sharpe Ratio (5Y) | 0.2347 |
| Historical Sortino (5Y) | 0.3668 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.84% |