Micron Technology Inc (MU)
114.84
+3.26
(+2.92%)
USD |
NASDAQ |
Apr 26, 16:00
114.50
-0.34
(-0.30%)
After-Hours: 20:00
Micron Technology Max Drawdown (5Y): 49.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 49.63% |
| February 29, 2024 | 49.63% |
| January 31, 2024 | 49.63% |
| December 31, 2023 | 49.63% |
| November 30, 2023 | 49.63% |
| October 31, 2023 | 50.50% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.66% |
| January 31, 2022 | 53.66% |
| December 31, 2021 | 53.66% |
| November 30, 2021 | 53.66% |
| October 31, 2021 | 53.66% |
| September 30, 2021 | 53.66% |
| August 31, 2021 | 54.45% |
| July 31, 2021 | 54.45% |
| June 30, 2021 | 54.45% |
| May 31, 2021 | 63.28% |
| April 30, 2021 | 67.85% |
| March 31, 2021 | 67.85% |
| 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% |
| September 30, 2020 | 73.80% |
| August 31, 2020 | 73.80% |
| July 31, 2020 | 73.80% |
| June 30, 2020 | 73.80% |
| May 31, 2020 | 73.80% |
| April 30, 2020 | 73.80% |
| March 31, 2020 | 73.80% |
| February 29, 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
Nov 2023
73.80%
Maximum
Apr 2019
61.66%
Average
53.66%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 61.62% |
| Marvell Technology Inc | 61.88% |
| NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.213 |
| Beta (5Y) | 1.269 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.97% |
| Historical Sharpe Ratio (5Y) | 0.5447 |
| Historical Sortino (5Y) | 0.9522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.30% |