MaxLinear Inc (MXL)
15.79
+0.05
(+0.32%)
USD |
NASDAQ |
Nov 22, 11:16
MaxLinear Max Drawdown (5Y): 85.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.60% |
| September 30, 2024 | 85.60% |
| August 31, 2024 | 85.60% |
| July 31, 2024 | 83.42% |
| June 30, 2024 | 81.37% |
| May 31, 2024 | 81.37% |
| April 30, 2024 | 81.37% |
| March 31, 2024 | 81.37% |
| February 29, 2024 | 81.37% |
| January 31, 2024 | 81.37% |
| December 31, 2023 | 81.37% |
| November 30, 2023 | 81.37% |
| October 31, 2023 | 81.37% |
| September 30, 2023 | 74.74% |
| August 31, 2023 | 74.74% |
| July 31, 2023 | 74.74% |
| June 30, 2023 | 74.74% |
| May 31, 2023 | 74.74% |
| April 30, 2023 | 74.74% |
| March 31, 2023 | 74.74% |
| February 28, 2023 | 74.74% |
| January 31, 2023 | 74.74% |
| December 31, 2022 | 74.74% |
| November 30, 2022 | 74.74% |
| October 31, 2022 | 74.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.74% |
| August 31, 2022 | 74.74% |
| July 31, 2022 | 74.74% |
| June 30, 2022 | 74.74% |
| May 31, 2022 | 74.74% |
| April 30, 2022 | 74.74% |
| March 31, 2022 | 74.74% |
| February 28, 2022 | 74.74% |
| January 31, 2022 | 74.74% |
| December 31, 2021 | 74.74% |
| November 30, 2021 | 74.74% |
| October 31, 2021 | 74.74% |
| September 30, 2021 | 74.74% |
| August 31, 2021 | 74.74% |
| July 31, 2021 | 74.74% |
| June 30, 2021 | 74.74% |
| May 31, 2021 | 74.74% |
| April 30, 2021 | 74.74% |
| March 31, 2021 | 74.74% |
| February 28, 2021 | 74.74% |
| January 31, 2021 | 74.74% |
| December 31, 2020 | 74.74% |
| November 30, 2020 | 74.74% |
| October 31, 2020 | 74.74% |
| September 30, 2020 | 74.74% |
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
57.59%
Minimum
Jan 2020
85.60%
Maximum
Aug 2024
75.41%
Average
74.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Analog Devices Inc | 33.60% |
| Advanced Micro Devices Inc | 65.45% |
| Diodes Inc | 47.98% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.59 |
| Beta (5Y) | 1.852 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.53% |
| Historical Sharpe Ratio (5Y) | -0.1547 |
| Historical Sortino (5Y) | -0.2532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.59% |