Monolithic Power Systems Inc (MPWR)
477.27
-21.41
(-4.29%)
USD |
NASDAQ |
Apr 04, 16:00
475.92
-1.35
(-0.28%)
After-Hours: 20:00
Monolithic Power Systems Max Drawdown (5Y): 45.96% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Marvell Technology Inc | 61.88% |
| Broadcom Inc | 35.16% |
| Microchip Technology Inc | 50.36% |
| Texas Instruments Inc | 25.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.243 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.72% |
| Historical Sharpe Ratio (5Y) | 0.5802 |
| Historical Sortino (5Y) | 0.9898 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.41% |