MKS Instruments Inc (MKSI)
113.78
+1.22
(+1.08%)
USD |
NASDAQ |
Apr 24, 16:00
113.50
-0.28
(-0.25%)
After-Hours: 20:00
MKS Instruments Max Drawdown (5Y): 66.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.63% |
| February 29, 2024 | 66.63% |
| January 31, 2024 | 66.63% |
| December 31, 2023 | 66.63% |
| November 30, 2023 | 66.63% |
| October 31, 2023 | 66.63% |
| September 30, 2023 | 66.63% |
| August 31, 2023 | 66.63% |
| July 31, 2023 | 66.63% |
| June 30, 2023 | 66.63% |
| May 31, 2023 | 66.63% |
| April 30, 2023 | 66.63% |
| March 31, 2023 | 66.63% |
| February 28, 2023 | 66.63% |
| January 31, 2023 | 66.63% |
| December 31, 2022 | 66.63% |
| November 30, 2022 | 66.63% |
| October 31, 2022 | 61.73% |
| September 30, 2022 | 57.80% |
| August 31, 2022 | 54.26% |
| July 31, 2022 | 54.26% |
| June 30, 2022 | 54.26% |
| May 31, 2022 | 54.26% |
| April 30, 2022 | 54.26% |
| March 31, 2022 | 54.26% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.26% |
| January 31, 2022 | 54.26% |
| December 31, 2021 | 54.26% |
| November 30, 2021 | 54.26% |
| October 31, 2021 | 54.26% |
| September 30, 2021 | 54.26% |
| August 31, 2021 | 54.26% |
| July 31, 2021 | 54.26% |
| June 30, 2021 | 54.26% |
| May 31, 2021 | 54.26% |
| April 30, 2021 | 54.26% |
| March 31, 2021 | 54.26% |
| February 28, 2021 | 54.26% |
| January 31, 2021 | 54.26% |
| December 31, 2020 | 54.26% |
| November 30, 2020 | 54.26% |
| October 31, 2020 | 54.26% |
| September 30, 2020 | 54.26% |
| August 31, 2020 | 54.26% |
| July 31, 2020 | 54.26% |
| June 30, 2020 | 54.26% |
| May 31, 2020 | 54.26% |
| April 30, 2020 | 54.26% |
| March 31, 2020 | 54.26% |
| February 29, 2020 | 54.26% |
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
54.26%
Minimum
Apr 2019
66.63%
Maximum
Nov 2022
57.95%
Average
54.26%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Aehr Test Systems | 79.20% |
| Cohu Inc | 63.49% |
| Electro-Sensors Inc | 59.29% |
| Frequency Electronics Inc | 62.46% |
| Itron Inc | 65.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.57 |
| Beta (5Y) | 1.672 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.08% |
| Historical Sharpe Ratio (5Y) | 0.1417 |
| Historical Sortino (5Y) | 0.2642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.31% |