Super Micro Computer Inc (SMCI)
29.86
+4.06
(+15.74%)
USD |
NASDAQ |
Nov 21, 12:29
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 | -- |
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% |