MaxLinear Inc (MXL)
21.00
+0.07
(+0.33%)
USD |
NASDAQ |
Apr 25, 09:54
MaxLinear Max Drawdown (5Y): 81.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 74.74% |
| July 31, 2020 | 74.74% |
| June 30, 2020 | 74.74% |
| May 31, 2020 | 74.74% |
| April 30, 2020 | 74.74% |
| March 31, 2020 | 74.74% |
| February 29, 2020 | 52.19% |
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
52.19%
Minimum
Dec 2019
81.37%
Maximum
Oct 2023
72.72%
Average
74.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kulicke & Soffa Industries Inc | 48.54% |
| Diodes Inc | 45.97% |
| Lattice Semiconductor Corp | 47.49% |
| ON Semiconductor Corp | 68.47% |
| MACOM Technology Solutions Holdings Inc | 79.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.94 |
| Beta (5Y) | 1.982 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.06% |
| Historical Sharpe Ratio (5Y) | -0.1389 |
| Historical Sortino (5Y) | -0.2511 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.20% |