MACOM Technology Solutions Holdings Inc (MTSI)

135.22 -1.71 (-1.25%) USD  |  NASDAQ  |  Dec 20, 16:00
135.22 0.00 (0.00%) After-Hours: 20:00
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MACOM Technology Solutions Holdings Max Drawdown (5Y): 75.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Vishay Intertechnology Inc 53.39%
Impinj Inc 78.64%
Microchip Technology Inc 49.68%
Intel Corp 69.56%
Monolithic Power Systems Inc 45.96%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.77
Beta (5Y) 1.711
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.42%
Historical Sharpe Ratio (5Y) 0.8283
Historical Sortino (5Y) 1.401
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.93%