Semtech Corp (SMTC)
32.64
+0.56
(+1.75%)
USD |
NASDAQ |
Apr 23, 16:00
33.09
+0.45
(+1.38%)
After-Hours: 20:00
Semtech Max Drawdown (5Y): 85.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 85.40% |
February 29, 2024 | 85.40% |
January 31, 2024 | 85.40% |
December 31, 2023 | 85.40% |
November 30, 2023 | 85.40% |
October 31, 2023 | 85.12% |
September 30, 2023 | 80.33% |
August 31, 2023 | 80.33% |
July 31, 2023 | 80.33% |
June 30, 2023 | 80.33% |
May 31, 2023 | 80.33% |
April 30, 2023 | 78.81% |
March 31, 2023 | 73.76% |
February 28, 2023 | 72.12% |
January 31, 2023 | 72.12% |
December 31, 2022 | 72.12% |
November 30, 2022 | 72.12% |
October 31, 2022 | 72.12% |
September 30, 2022 | 68.03% |
August 31, 2022 | 54.98% |
July 31, 2022 | 54.98% |
June 30, 2022 | 54.98% |
May 31, 2022 | 54.98% |
April 30, 2022 | 54.98% |
March 31, 2022 | 54.98% |
Date | Value |
---|---|
February 28, 2022 | 54.98% |
January 31, 2022 | 54.98% |
December 31, 2021 | 54.98% |
November 30, 2021 | 54.98% |
October 31, 2021 | 54.98% |
September 30, 2021 | 54.98% |
August 31, 2021 | 54.98% |
July 31, 2021 | 54.98% |
June 30, 2021 | 54.98% |
May 31, 2021 | 54.98% |
April 30, 2021 | 54.98% |
March 31, 2021 | 54.98% |
February 28, 2021 | 54.98% |
January 31, 2021 | 54.98% |
December 31, 2020 | 54.98% |
November 30, 2020 | 56.76% |
October 31, 2020 | 56.76% |
September 30, 2020 | 56.76% |
August 31, 2020 | 56.76% |
July 31, 2020 | 57.47% |
June 30, 2020 | 60.99% |
May 31, 2020 | 60.99% |
April 30, 2020 | 60.99% |
March 31, 2020 | 60.99% |
February 29, 2020 | 60.99% |
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
54.98%
Minimum
Dec 2020
85.40%
Maximum
Nov 2023
64.15%
Average
60.99%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
MACOM Technology Solutions Holdings Inc | 79.37% |
Entegris Inc | 59.32% |
IPG Photonics Corp | 68.47% |
Kulicke & Soffa Industries Inc | 48.54% |
Photronics Inc | 47.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.71 |
Beta (5Y) | 1.848 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.36% |
Historical Sharpe Ratio (5Y) | -0.2596 |
Historical Sortino (5Y) | -0.3692 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.63% |