MKS Instruments Inc (MKSI)
113.75
+5.40
(+4.98%)
USD |
NASDAQ |
Nov 21, 16:00
112.70
-1.05
(-0.92%)
After-Hours: 20:00
MKS Instruments Max Drawdown (5Y): 66.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.63% |
| September 30, 2024 | 66.63% |
| August 31, 2024 | 66.63% |
| July 31, 2024 | 66.63% |
| June 30, 2024 | 66.63% |
| May 31, 2024 | 66.63% |
| April 30, 2024 | 66.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
66.63%
Maximum
Nov 2022
59.39%
Average
54.26%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Teradyne Inc | 57.52% |
| 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) | -24.33 |
| Beta (5Y) | 1.626 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.97% |
| Historical Sharpe Ratio (5Y) | -0.0776 |
| Historical Sortino (5Y) | -0.142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.83% |