Photronics Inc (PLAB)
25.63
+0.74
(+2.97%)
USD |
NASDAQ |
Nov 25, 14:14
Photronics Max Drawdown (5Y): 47.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.36% |
| September 30, 2024 | 47.36% |
| August 31, 2024 | 47.36% |
| July 31, 2024 | 47.36% |
| June 30, 2024 | 47.36% |
| May 31, 2024 | 47.36% |
| April 30, 2024 | 47.36% |
| March 31, 2024 | 47.36% |
| February 29, 2024 | 47.36% |
| January 31, 2024 | 47.36% |
| December 31, 2023 | 47.36% |
| November 30, 2023 | 47.36% |
| October 31, 2023 | 47.36% |
| September 30, 2023 | 47.36% |
| August 31, 2023 | 47.36% |
| July 31, 2023 | 47.36% |
| June 30, 2023 | 47.36% |
| May 31, 2023 | 47.36% |
| April 30, 2023 | 47.36% |
| March 31, 2023 | 47.36% |
| February 28, 2023 | 47.36% |
| January 31, 2023 | 47.36% |
| December 31, 2022 | 47.36% |
| November 30, 2022 | 47.36% |
| October 31, 2022 | 47.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.36% |
| August 31, 2022 | 47.36% |
| July 31, 2022 | 47.36% |
| June 30, 2022 | 47.36% |
| May 31, 2022 | 47.36% |
| April 30, 2022 | 47.36% |
| March 31, 2022 | 47.36% |
| February 28, 2022 | 47.36% |
| January 31, 2022 | 47.36% |
| December 31, 2021 | 47.36% |
| November 30, 2021 | 47.36% |
| October 31, 2021 | 47.36% |
| September 30, 2021 | 47.36% |
| August 31, 2021 | 47.36% |
| July 31, 2021 | 47.36% |
| June 30, 2021 | 47.36% |
| May 31, 2021 | 47.36% |
| April 30, 2021 | 47.36% |
| March 31, 2021 | 47.36% |
| February 28, 2021 | 47.36% |
| January 31, 2021 | 47.36% |
| December 31, 2020 | 47.36% |
| November 30, 2020 | 47.36% |
| October 31, 2020 | 47.36% |
| September 30, 2020 | 47.36% |
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
42.34%
Minimum
Nov 2019
47.36%
Maximum
Mar 2020
47.02%
Average
47.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FormFactor Inc | 64.42% |
| IPG Photonics Corp | 75.90% |
| Kulicke & Soffa Industries Inc | 48.54% |
| Semtech Corp | 85.40% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.405 |
| Beta (5Y) | 1.404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.25% |
| Historical Sharpe Ratio (5Y) | 0.2201 |
| Historical Sortino (5Y) | 0.4268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.59% |