MKS Instruments Inc (MKSI)

103.53 +1.01 (+0.99%) USD  |  NASDAQ  |  Dec 20, 16:00
104.23 +0.70 (+0.68%) After-Hours: 20:00
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MKS Instruments Max Drawdown (5Y): 66.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Entegris Inc 59.32%
Aehr Test Systems 81.06%
Electro-Sensors Inc 59.29%
Frequency Electronics Inc 62.46%
Itron Inc 65.26%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.39
Beta (5Y) 1.653
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.09%
Historical Sharpe Ratio (5Y) -0.0072
Historical Sortino (5Y) -0.0132
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.83%