Super Micro Computer Inc (SMCI)
26.05
-3.06
(-10.51%)
USD |
NASDAQ |
Nov 01, 16:00
26.00
-0.05
(-0.19%)
After-Hours: 20:00
Super Micro Computer Max Drawdown (5Y): 75.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 75.50% |
September 30, 2024 | 67.47% |
August 31, 2024 | 63.16% |
July 31, 2024 | 54.62% |
June 30, 2024 | 55.22% |
May 31, 2024 | 60.35% |
April 30, 2024 | 60.35% |
March 31, 2024 | 60.35% |
February 29, 2024 | 60.35% |
January 31, 2024 | 60.35% |
December 31, 2023 | 60.35% |
November 30, 2023 | 62.90% |
October 31, 2023 | 64.21% |
September 30, 2023 | 66.45% |
August 31, 2023 | 71.68% |
July 31, 2023 | 71.68% |
June 30, 2023 | 71.68% |
May 31, 2023 | 71.68% |
April 30, 2023 | 71.68% |
March 31, 2023 | 71.68% |
February 28, 2023 | 71.68% |
January 31, 2023 | 71.68% |
December 31, 2022 | 71.68% |
November 30, 2022 | 71.68% |
October 31, 2022 | 71.68% |
Date | Value |
---|---|
September 30, 2022 | 71.68% |
August 31, 2022 | 71.68% |
July 31, 2022 | 71.68% |
June 30, 2022 | 71.68% |
May 31, 2022 | 71.68% |
April 30, 2022 | 71.68% |
March 31, 2022 | 71.68% |
February 28, 2022 | 71.68% |
January 31, 2022 | 71.68% |
December 31, 2021 | 71.68% |
November 30, 2021 | 71.68% |
October 31, 2021 | 71.68% |
September 30, 2021 | 71.68% |
August 31, 2021 | 71.68% |
July 31, 2021 | 71.68% |
June 30, 2021 | 71.68% |
May 31, 2021 | 71.68% |
April 30, 2021 | 71.68% |
March 31, 2021 | 71.68% |
February 28, 2021 | 71.68% |
January 31, 2021 | 71.68% |
December 31, 2020 | 71.68% |
November 30, 2020 | 71.68% |
October 31, 2020 | 71.68% |
September 30, 2020 | 71.68% |
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
54.62%
Minimum
Jul 2024
75.50%
Maximum
Oct 2024
69.48%
Average
71.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Dell Technologies Inc | 58.65% |
Apple Inc | 31.43% |
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 69.56% |
AST SpaceMobile Inc | 91.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 50.78 |
Beta (5Y) | 1.283 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.97% |
Historical Sharpe Ratio (5Y) | 0.7569 |
Historical Sortino (5Y) | 2.139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.71% |