Vicor Corp (VICR)
33.96
+1.18
(+3.60%)
USD |
NASDAQ |
May 03, 16:00
34.04
+0.08
(+0.24%)
After-Hours: 20:00
Vicor Max Drawdown (5Y): 80.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.34% |
| March 31, 2024 | 78.21% |
| February 29, 2024 | 78.11% |
| January 31, 2024 | 77.72% |
| December 31, 2023 | 77.72% |
| November 30, 2023 | 77.72% |
| October 31, 2023 | 76.22% |
| September 30, 2023 | 74.93% |
| August 31, 2023 | 74.93% |
| July 31, 2023 | 74.93% |
| June 30, 2023 | 74.93% |
| May 31, 2023 | 74.93% |
| April 30, 2023 | 74.93% |
| March 31, 2023 | 74.93% |
| February 28, 2023 | 74.93% |
| January 31, 2023 | 72.33% |
| December 31, 2022 | 72.33% |
| November 30, 2022 | 72.33% |
| October 31, 2022 | 72.33% |
| September 30, 2022 | 67.92% |
| August 31, 2022 | 67.92% |
| July 31, 2022 | 67.92% |
| June 30, 2022 | 67.67% |
| May 31, 2022 | 65.96% |
| April 30, 2022 | 65.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.09% |
| February 28, 2022 | 57.41% |
| January 31, 2022 | 57.41% |
| December 31, 2021 | 57.41% |
| November 30, 2021 | 57.41% |
| October 31, 2021 | 57.41% |
| September 30, 2021 | 57.41% |
| August 31, 2021 | 57.41% |
| July 31, 2021 | 57.41% |
| June 30, 2021 | 57.41% |
| May 31, 2021 | 57.41% |
| April 30, 2021 | 57.41% |
| March 31, 2021 | 57.41% |
| February 28, 2021 | 57.41% |
| January 31, 2021 | 57.41% |
| December 31, 2020 | 57.41% |
| November 30, 2020 | 58.22% |
| October 31, 2020 | 58.22% |
| September 30, 2020 | 58.22% |
| August 31, 2020 | 58.22% |
| July 31, 2020 | 58.22% |
| June 30, 2020 | 58.22% |
| May 31, 2020 | 58.22% |
| April 30, 2020 | 58.22% |
| March 31, 2020 | 58.22% |
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
57.41%
Minimum
Dec 2020
80.34%
Maximum
Apr 2024
64.47%
Average
58.22%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Allient Inc | 63.11% |
| Data I/O Corp | 84.25% |
| LGL Group Inc | 73.75% |
| Vuzix Corp | 96.09% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.99 |
| Beta (5Y) | 1.530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.19% |
| Historical Sharpe Ratio (5Y) | -0.0836 |
| Historical Sortino (5Y) | -0.1462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.78% |