Rambus Inc (RMBS)
54.49
+1.54
(+2.91%)
USD |
NASDAQ |
Nov 21, 16:00
55.00
+0.51
(+0.94%)
Pre-Market: 08:30
Rambus Max Drawdown (5Y): 48.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.83% |
| September 30, 2024 | 48.83% |
| August 31, 2024 | 45.52% |
| July 31, 2024 | 44.91% |
| June 30, 2024 | 44.91% |
| May 31, 2024 | 44.91% |
| April 30, 2024 | 44.91% |
| March 31, 2024 | 44.91% |
| February 29, 2024 | 44.91% |
| January 31, 2024 | 44.91% |
| December 31, 2023 | 50.23% |
| November 30, 2023 | 52.95% |
| October 31, 2023 | 52.95% |
| September 30, 2023 | 52.95% |
| August 31, 2023 | 52.95% |
| July 31, 2023 | 52.95% |
| June 30, 2023 | 52.95% |
| May 31, 2023 | 52.95% |
| April 30, 2023 | 52.95% |
| March 31, 2023 | 52.95% |
| February 28, 2023 | 52.95% |
| January 31, 2023 | 52.95% |
| December 31, 2022 | 52.95% |
| November 30, 2022 | 52.95% |
| October 31, 2022 | 52.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.95% |
| August 31, 2022 | 52.95% |
| July 31, 2022 | 52.95% |
| June 30, 2022 | 52.95% |
| May 31, 2022 | 52.95% |
| April 30, 2022 | 52.95% |
| March 31, 2022 | 52.95% |
| February 28, 2022 | 52.95% |
| January 31, 2022 | 52.95% |
| December 31, 2021 | 52.95% |
| November 30, 2021 | 52.95% |
| October 31, 2021 | 52.95% |
| September 30, 2021 | 52.95% |
| August 31, 2021 | 52.95% |
| July 31, 2021 | 52.95% |
| June 30, 2021 | 52.95% |
| May 31, 2021 | 52.95% |
| April 30, 2021 | 52.95% |
| March 31, 2021 | 52.95% |
| February 28, 2021 | 52.95% |
| January 31, 2021 | 52.95% |
| December 31, 2020 | 52.95% |
| November 30, 2020 | 52.95% |
| October 31, 2020 | 52.95% |
| September 30, 2020 | 54.63% |
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
44.91%
Minimum
Jan 2024
59.54%
Maximum
Nov 2019
52.19%
Average
52.95%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| ON Semiconductor Corp | 68.47% |
| Advanced Micro Devices Inc | 65.45% |
| KLA Corp | 40.29% |
| Ultra Clean Holdings Inc | 64.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.70 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.00% |
| Historical Sharpe Ratio (5Y) | 0.5603 |
| Historical Sortino (5Y) | 0.9263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.07% |