Vicor Corp (VICR)
54.22
+0.35
(+0.65%)
USD |
NASDAQ |
Nov 21, 16:00
54.22
0.00 (0.00%)
After-Hours: 20:00
Vicor Max Drawdown (5Y): 80.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.47% |
| September 30, 2024 | 80.47% |
| August 31, 2024 | 80.47% |
| July 31, 2024 | 80.47% |
| June 30, 2024 | 80.47% |
| May 31, 2024 | 80.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 58.22% |
| December 31, 2020 | 58.22% |
| November 30, 2020 | 58.22% |
| October 31, 2020 | 58.22% |
| September 30, 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
Feb 2021
80.47%
Maximum
May 2024
66.70%
Average
65.75%
Median
Max Drawdown (5Y) Benchmarks
| OSI Systems Inc | 53.64% |
| Knowles Corp | 49.55% |
| LGL Group Inc | 50.99% |
| Vuzix Corp | 97.22% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.83 |
| Beta (5Y) | 1.484 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.77% |
| Historical Sharpe Ratio (5Y) | 0.0396 |
| Historical Sortino (5Y) | 0.069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.78% |