Onto Innovation Inc (ONTO)
166.50
+4.59
(+2.83%)
USD |
NYSE |
Nov 21, 16:00
166.36
-0.14
(-0.08%)
After-Hours: 20:00
Onto Innovation Max Drawdown (5Y): 63.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.66% |
| September 30, 2024 | 63.66% |
| August 31, 2024 | 63.66% |
| July 31, 2024 | 63.66% |
| June 30, 2024 | 63.66% |
| May 31, 2024 | 63.66% |
| April 30, 2024 | 63.66% |
| March 31, 2024 | 63.66% |
| February 29, 2024 | 63.66% |
| January 31, 2024 | 63.66% |
| December 31, 2023 | 63.66% |
| November 30, 2023 | 63.66% |
| October 31, 2023 | 63.66% |
| September 30, 2023 | 63.66% |
| August 31, 2023 | 63.66% |
| July 31, 2023 | 63.66% |
| June 30, 2023 | 63.66% |
| May 31, 2023 | 63.66% |
| April 30, 2023 | 63.66% |
| March 31, 2023 | 63.66% |
| February 28, 2023 | 63.66% |
| January 31, 2023 | 63.66% |
| December 31, 2022 | 63.66% |
| November 30, 2022 | 63.66% |
| October 31, 2022 | 63.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.66% |
| August 31, 2022 | 63.66% |
| July 31, 2022 | 63.66% |
| June 30, 2022 | 63.66% |
| May 31, 2022 | 63.66% |
| April 30, 2022 | 63.66% |
| March 31, 2022 | 63.66% |
| February 28, 2022 | 63.66% |
| January 31, 2022 | 63.66% |
| December 31, 2021 | 63.66% |
| November 30, 2021 | 63.66% |
| October 31, 2021 | 63.66% |
| September 30, 2021 | 63.66% |
| August 31, 2021 | 63.66% |
| July 31, 2021 | 63.66% |
| June 30, 2021 | 63.66% |
| May 31, 2021 | 63.66% |
| April 30, 2021 | 63.66% |
| March 31, 2021 | 63.66% |
| February 28, 2021 | 63.66% |
| January 31, 2021 | 63.66% |
| December 31, 2020 | 63.66% |
| November 30, 2020 | 63.66% |
| October 31, 2020 | 63.66% |
| September 30, 2020 | 63.66% |
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
44.66%
Minimum
Nov 2019
63.66%
Maximum
Mar 2020
62.43%
Average
63.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Benchmark Electronics Inc | 60.34% |
| Plexus Corp | 53.68% |
| Sanmina Corp | 55.85% |
| Sigmatron International Inc | 86.01% |
| TTM Technologies Inc | 54.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.79 |
| Beta (5Y) | 1.371 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.98% |
| Historical Sharpe Ratio (5Y) | 0.9223 |
| Historical Sortino (5Y) | 1.606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.10% |