Monolithic Power Systems Inc (MPWR)
580.00
+3.21
(+0.56%)
USD |
NASDAQ |
Nov 15, 10:30
Monolithic Power Systems Max Drawdown (5Y): 45.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.96% |
| September 30, 2024 | 45.96% |
| August 31, 2024 | 45.96% |
| July 31, 2024 | 45.96% |
| June 30, 2024 | 45.96% |
| May 31, 2024 | 45.96% |
| April 30, 2024 | 45.96% |
| March 31, 2024 | 45.96% |
| February 29, 2024 | 45.96% |
| January 31, 2024 | 45.96% |
| December 31, 2023 | 45.96% |
| November 30, 2023 | 45.96% |
| October 31, 2023 | 45.96% |
| September 30, 2023 | 45.96% |
| August 31, 2023 | 45.96% |
| July 31, 2023 | 45.96% |
| June 30, 2023 | 45.96% |
| May 31, 2023 | 45.96% |
| April 30, 2023 | 45.96% |
| March 31, 2023 | 45.96% |
| February 28, 2023 | 45.96% |
| January 31, 2023 | 45.96% |
| December 31, 2022 | 45.96% |
| November 30, 2022 | 45.96% |
| October 31, 2022 | 45.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.23% |
| August 31, 2022 | 37.23% |
| July 31, 2022 | 37.23% |
| June 30, 2022 | 37.23% |
| May 31, 2022 | 37.23% |
| April 30, 2022 | 37.23% |
| March 31, 2022 | 37.23% |
| February 28, 2022 | 37.23% |
| January 31, 2022 | 37.23% |
| December 31, 2021 | 31.02% |
| November 30, 2021 | 31.02% |
| October 31, 2021 | 31.02% |
| September 30, 2021 | 31.02% |
| August 31, 2021 | 31.02% |
| July 31, 2021 | 31.02% |
| June 30, 2021 | 31.02% |
| May 31, 2021 | 31.02% |
| April 30, 2021 | 31.02% |
| March 31, 2021 | 31.02% |
| February 28, 2021 | 31.02% |
| January 31, 2021 | 31.02% |
| December 31, 2020 | 31.02% |
| November 30, 2020 | 31.02% |
| October 31, 2020 | 31.02% |
| September 30, 2020 | 31.02% |
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
31.02%
Minimum
Nov 2019
45.96%
Maximum
Oct 2022
38.18%
Average
37.23%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Broadcom Inc | 48.30% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.19 |
| Beta (5Y) | 1.145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.75% |
| Historical Sharpe Ratio (5Y) | 0.8452 |
| Historical Sortino (5Y) | 1.682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.44% |