Power Integrations Inc (POWI)
67.42
+0.16
(+0.24%)
USD |
NASDAQ |
Apr 26, 13:08
Power Integrations Max Drawdown (5Y): 43.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 43.18% |
| February 29, 2024 | 43.18% |
| January 31, 2024 | 43.18% |
| December 31, 2023 | 43.18% |
| November 30, 2023 | 43.18% |
| October 31, 2023 | 43.18% |
| September 30, 2023 | 43.18% |
| August 31, 2023 | 43.18% |
| July 31, 2023 | 43.18% |
| June 30, 2023 | 43.18% |
| May 31, 2023 | 43.18% |
| April 30, 2023 | 43.18% |
| March 31, 2023 | 43.18% |
| February 28, 2023 | 43.18% |
| January 31, 2023 | 43.18% |
| December 31, 2022 | 43.18% |
| November 30, 2022 | 43.18% |
| October 31, 2022 | 42.55% |
| September 30, 2022 | 41.14% |
| August 31, 2022 | 39.73% |
| July 31, 2022 | 39.73% |
| June 30, 2022 | 39.73% |
| May 31, 2022 | 39.73% |
| April 30, 2022 | 39.73% |
| March 31, 2022 | 39.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.73% |
| January 31, 2022 | 39.73% |
| December 31, 2021 | 39.73% |
| November 30, 2021 | 39.73% |
| October 31, 2021 | 39.73% |
| September 30, 2021 | 39.73% |
| August 31, 2021 | 39.73% |
| July 31, 2021 | 39.73% |
| June 30, 2021 | 39.73% |
| May 31, 2021 | 39.73% |
| April 30, 2021 | 39.73% |
| March 31, 2021 | 39.73% |
| February 28, 2021 | 39.73% |
| January 31, 2021 | 39.73% |
| December 31, 2020 | 39.73% |
| November 30, 2020 | 39.73% |
| October 31, 2020 | 39.73% |
| September 30, 2020 | 39.73% |
| August 31, 2020 | 39.73% |
| July 31, 2020 | 39.73% |
| June 30, 2020 | 40.73% |
| May 31, 2020 | 45.42% |
| April 30, 2020 | 45.42% |
| March 31, 2020 | 45.42% |
| February 29, 2020 | 45.42% |
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
39.73%
Minimum
Jul 2020
45.42%
Maximum
Apr 2019
42.12%
Average
43.18%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Monolithic Power Systems Inc | 45.96% |
| Texas Instruments Inc | 29.85% |
| Analog Devices Inc | 33.60% |
| Cirrus Logic Inc | 46.61% |
| Microchip Technology Inc | 49.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.480 |
| Beta (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.54% |
| Historical Sharpe Ratio (5Y) | 0.4153 |
| Historical Sortino (5Y) | 0.8502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.93% |