Monolithic Power Systems Inc (MPWR)

597.70 -30.52 (-4.86%) USD  |  NASDAQ  |  Dec 18, 16:00
603.99 +6.29 (+1.05%) After-Hours: 20:00
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Monolithic Power Systems Max Drawdown (5Y): 45.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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NVIDIA Corp 66.34%
Advanced Micro Devices Inc 65.45%
Broadcom Inc 48.30%
Micron Technology Inc 49.63%
Intel Corp 69.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 13.23
Beta (5Y) 1.049
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.43%
Historical Sharpe Ratio (5Y) 0.5868
Historical Sortino (5Y) 1.015
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.37%