Micron Technology Inc (MU)
100.76
+2.20
(+2.24%)
USD |
NASDAQ |
Dec 03, 12:42
Micron Technology Max Drawdown (5Y): 49.63% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 49.63% |
| October 31, 2024 | 49.63% |
| September 30, 2024 | 49.63% |
| August 31, 2024 | 49.63% |
| July 31, 2024 | 49.63% |
| June 30, 2024 | 49.63% |
| May 31, 2024 | 49.63% |
| April 30, 2024 | 49.63% |
| March 31, 2024 | 49.63% |
| February 29, 2024 | 49.63% |
| January 31, 2024 | 49.63% |
| December 31, 2023 | 50.50% |
| November 30, 2023 | 53.66% |
| October 31, 2023 | 53.66% |
| September 30, 2023 | 53.66% |
| August 31, 2023 | 53.66% |
| July 31, 2023 | 53.66% |
| June 30, 2023 | 53.66% |
| May 31, 2023 | 53.66% |
| April 30, 2023 | 53.66% |
| March 31, 2023 | 53.66% |
| February 28, 2023 | 53.66% |
| January 31, 2023 | 53.66% |
| December 31, 2022 | 53.66% |
| November 30, 2022 | 53.66% |
| Date | Value |
|---|---|
| October 31, 2022 | 53.66% |
| September 30, 2022 | 53.66% |
| August 31, 2022 | 53.66% |
| July 31, 2022 | 53.66% |
| June 30, 2022 | 53.66% |
| May 31, 2022 | 53.66% |
| April 30, 2022 | 53.66% |
| March 31, 2022 | 53.66% |
| February 28, 2022 | 53.66% |
| January 31, 2022 | 53.66% |
| December 31, 2021 | 53.66% |
| November 30, 2021 | 53.66% |
| October 31, 2021 | 54.45% |
| September 30, 2021 | 54.45% |
| August 31, 2021 | 54.45% |
| July 31, 2021 | 63.28% |
| June 30, 2021 | 67.85% |
| May 31, 2021 | 67.85% |
| April 30, 2021 | 73.80% |
| March 31, 2021 | 73.80% |
| February 28, 2021 | 73.80% |
| January 31, 2021 | 73.80% |
| December 31, 2020 | 73.80% |
| November 30, 2020 | 73.80% |
| October 31, 2020 | 73.80% |
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
49.63%
Minimum
Jan 2024
73.80%
Maximum
Dec 2019
59.25%
Average
53.66%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Marvell Technology Inc | 61.88% |
| NVIDIA Corp | 66.34% |
| Texas Instruments Inc | 29.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.868 |
| Beta (5Y) | 1.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.84% |
| Historical Sharpe Ratio (5Y) | 0.3336 |
| Historical Sortino (5Y) | 0.5439 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.56% |