Netlist Inc (NLST)
1.078
+0.01
(+0.70%)
USD |
OTCM |
Nov 14, 10:12
Netlist Max Drawdown (5Y): 92.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.47% |
| September 30, 2024 | 92.47% |
| August 31, 2024 | 92.47% |
| July 31, 2024 | 92.47% |
| June 30, 2024 | 92.47% |
| May 31, 2024 | 92.47% |
| April 30, 2024 | 92.47% |
| March 31, 2024 | 92.47% |
| February 29, 2024 | 92.47% |
| January 31, 2024 | 92.47% |
| December 31, 2023 | 92.47% |
| November 30, 2023 | 92.47% |
| October 31, 2023 | 92.47% |
| September 30, 2023 | 92.47% |
| August 31, 2023 | 92.47% |
| July 31, 2023 | 92.47% |
| June 30, 2023 | 94.55% |
| May 31, 2023 | 95.58% |
| April 30, 2023 | 95.58% |
| March 31, 2023 | 95.58% |
| February 28, 2023 | 95.58% |
| January 31, 2023 | 95.58% |
| December 31, 2022 | 95.58% |
| November 30, 2022 | 95.58% |
| October 31, 2022 | 95.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.58% |
| August 31, 2022 | 95.58% |
| July 31, 2022 | 95.58% |
| June 30, 2022 | 95.58% |
| May 31, 2022 | 95.58% |
| April 30, 2022 | 95.58% |
| March 31, 2022 | 95.58% |
| February 28, 2022 | 95.58% |
| January 31, 2022 | 95.58% |
| December 31, 2021 | 95.58% |
| November 30, 2021 | 95.58% |
| October 31, 2021 | 95.58% |
| September 30, 2021 | 95.58% |
| August 31, 2021 | 95.58% |
| July 31, 2021 | 95.58% |
| June 30, 2021 | 95.58% |
| May 31, 2021 | 95.58% |
| April 30, 2021 | 95.58% |
| March 31, 2021 | 95.58% |
| February 28, 2021 | 95.58% |
| January 31, 2021 | 95.58% |
| December 31, 2020 | 95.58% |
| November 30, 2020 | 95.58% |
| October 31, 2020 | 95.58% |
| September 30, 2020 | 95.58% |
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
92.47%
Minimum
Jul 2023
95.58%
Maximum
Nov 2019
94.73%
Average
95.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| IPG Photonics Corp | 75.90% |
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3327 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 168.8% |
| Historical Sharpe Ratio (5Y) | 0.0808 |
| Historical Sortino (5Y) | 0.3244 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.01% |