MACOM Technology Solutions Holdings Inc (MTSI)
95.58
+0.04
(+0.04%)
USD |
NASDAQ |
Mar 28, 16:00
95.58
0.00 (0.00%)
After-Hours: 20:00
MACOM Technology Solutions Holdings Max Drawdown (5Y): 80.78% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 80.78% |
January 31, 2024 | 80.78% |
December 31, 2023 | 80.78% |
November 30, 2023 | 80.78% |
October 31, 2023 | 80.78% |
September 30, 2023 | 80.78% |
August 31, 2023 | 80.78% |
July 31, 2023 | 80.78% |
June 30, 2023 | 80.78% |
May 31, 2023 | 80.78% |
April 30, 2023 | 80.78% |
March 31, 2023 | 80.78% |
February 28, 2023 | 80.78% |
January 31, 2023 | 80.78% |
December 31, 2022 | 80.78% |
November 30, 2022 | 80.78% |
October 31, 2022 | 80.78% |
September 30, 2022 | 80.78% |
August 31, 2022 | 80.78% |
July 31, 2022 | 80.78% |
June 30, 2022 | 80.78% |
May 31, 2022 | 80.78% |
April 30, 2022 | 80.78% |
March 31, 2022 | 80.78% |
February 28, 2022 | 80.78% |
Date | Value |
---|---|
January 31, 2022 | 80.78% |
December 31, 2021 | 80.78% |
November 30, 2021 | 80.78% |
October 31, 2021 | 80.78% |
September 30, 2021 | 80.78% |
August 31, 2021 | 80.78% |
July 31, 2021 | 80.78% |
June 30, 2021 | 80.78% |
May 31, 2021 | 80.78% |
April 30, 2021 | 80.78% |
March 31, 2021 | 80.78% |
February 28, 2021 | 80.78% |
January 31, 2021 | 80.78% |
December 31, 2020 | 80.78% |
November 30, 2020 | 80.78% |
October 31, 2020 | 80.78% |
September 30, 2020 | 80.78% |
August 31, 2020 | 80.78% |
July 31, 2020 | 80.78% |
June 30, 2020 | 80.78% |
May 31, 2020 | 80.78% |
April 30, 2020 | 80.78% |
March 31, 2020 | 80.78% |
February 29, 2020 | 80.78% |
January 31, 2020 | 80.78% |
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
79.44%
Minimum
Mar 2019
80.78%
Maximum
May 2019
80.74%
Average
80.78%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Analog Devices Inc | 33.60% |
Lattice Semiconductor Corp | 47.49% |
NVIDIA Corp | 66.34% |
Power Integrations Inc | 43.18% |
Semtech Corp | 85.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.01 |
Beta (5Y) | 1.630 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.38% |
Historical Sharpe Ratio (5Y) | 0.7156 |
Historical Sortino (5Y) | 1.245 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |