Ultra Clean Holdings Inc (UCTT)
37.51
+0.31
(+0.83%)
USD |
NASDAQ |
Nov 22, 13:31
Ultra Clean Holdings Max Drawdown (5Y): 64.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.27% |
| September 30, 2024 | 64.27% |
| August 31, 2024 | 65.52% |
| July 31, 2024 | 66.97% |
| June 30, 2024 | 66.97% |
| May 31, 2024 | 66.97% |
| April 30, 2024 | 66.97% |
| March 31, 2024 | 68.94% |
| February 29, 2024 | 72.07% |
| January 31, 2024 | 72.07% |
| December 31, 2023 | 75.78% |
| November 30, 2023 | 79.34% |
| October 31, 2023 | 79.34% |
| September 30, 2023 | 79.34% |
| August 31, 2023 | 79.34% |
| July 31, 2023 | 79.34% |
| June 30, 2023 | 79.34% |
| May 31, 2023 | 79.34% |
| April 30, 2023 | 79.34% |
| March 31, 2023 | 79.34% |
| February 28, 2023 | 79.34% |
| January 31, 2023 | 79.34% |
| December 31, 2022 | 79.34% |
| November 30, 2022 | 79.34% |
| October 31, 2022 | 79.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.34% |
| August 31, 2022 | 79.34% |
| July 31, 2022 | 79.34% |
| June 30, 2022 | 79.34% |
| May 31, 2022 | 79.34% |
| April 30, 2022 | 79.34% |
| March 31, 2022 | 79.34% |
| February 28, 2022 | 79.34% |
| January 31, 2022 | 79.34% |
| December 31, 2021 | 79.34% |
| November 30, 2021 | 79.34% |
| October 31, 2021 | 79.34% |
| September 30, 2021 | 79.34% |
| August 31, 2021 | 79.34% |
| July 31, 2021 | 79.34% |
| June 30, 2021 | 79.34% |
| May 31, 2021 | 79.34% |
| April 30, 2021 | 79.34% |
| March 31, 2021 | 79.34% |
| February 28, 2021 | 79.34% |
| January 31, 2021 | 79.34% |
| December 31, 2020 | 79.34% |
| November 30, 2020 | 79.34% |
| October 31, 2020 | 79.34% |
| September 30, 2020 | 79.34% |
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
64.27%
Minimum
Sep 2024
79.34%
Maximum
Nov 2019
77.31%
Average
79.34%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| NVIDIA Corp | 66.34% |
| Rambus Inc | 48.83% |
| AXT Inc | 87.44% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.84 |
| Beta (5Y) | 2.080 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.42% |
| Historical Sharpe Ratio (5Y) | 0.1265 |
| Historical Sortino (5Y) | 0.2375 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.76% |