Microchip Technology Inc (MCHP)
48.68
-2.11
(-4.15%)
USD |
NASDAQ |
Mar 28, 16:00
48.60
-0.08
(-0.16%)
After-Hours: 20:00
Microchip Technology Max Drawdown (5Y): 49.68% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Texas Instruments Inc | 29.85% |
| Intel Corp | 69.56% |
| Analog Devices Inc | 33.60% |
| Advanced Micro Devices Inc | 65.45% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.16 |
| Beta (5Y) | 1.525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.18% |
| Historical Sharpe Ratio (5Y) | 0.1404 |
| Historical Sortino (5Y) | 0.2837 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.38% |