Valens Semiconductor Ltd. (VLN)
1.91
+0.04
(+2.14%)
USD |
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Oct 02, 16:00
1.905
0.00 (0.00%)
After-Hours: 20:00
Valens Semiconductor Max Drawdown (5Y) : 90.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 90.13% |
| August 31, 2026 | 90.13% |
| July 31, 2026 | 90.13% |
| June 30, 2026 | 90.13% |
| May 31, 2026 | 90.13% |
| April 30, 2026 | 90.13% |
| March 31, 2026 | 90.13% |
| February 28, 2026 | 87.73% |
| January 31, 2026 | 87.73% |
| December 31, 2025 | 87.73% |
| November 30, 2025 | 87.38% |
| October 31, 2025 | 85.16% |
| September 30, 2025 | 84.44% |
| August 31, 2025 | 84.44% |
| July 31, 2025 | 84.44% |
| June 30, 2025 | 84.44% |
| May 31, 2025 | 84.44% |
| April 30, 2025 | 84.44% |
| March 31, 2025 | 84.44% |
| February 28, 2025 | 84.44% |
| January 31, 2025 | 84.44% |
| December 31, 2024 | 84.44% |
| November 30, 2024 | 84.44% |
| October 31, 2024 | 83.82% |
| September 30, 2024 | 83.64% |
| Date | Value |
|---|---|
| August 31, 2024 | 82.58% |
| July 31, 2024 | 82.58% |
| June 30, 2024 | 82.58% |
| May 31, 2024 | 82.58% |
| April 30, 2024 | 82.58% |
| March 31, 2024 | 82.58% |
| February 29, 2024 | 82.22% |
| January 31, 2024 | 82.22% |
| December 31, 2023 | 82.13% |
| November 30, 2023 | 82.13% |
| October 31, 2023 | 81.69% |
| September 30, 2023 | 79.91% |
| August 31, 2023 | 79.91% |
| July 31, 2023 | 79.91% |
| June 30, 2023 | 79.91% |
| May 31, 2023 | 79.91% |
| April 30, 2023 | 76.89% |
| March 31, 2023 | 75.56% |
| February 28, 2023 | 75.56% |
| January 31, 2023 | 75.56% |
| December 31, 2022 | 75.56% |
| November 30, 2022 | 75.56% |
| October 31, 2022 | 75.56% |
| September 30, 2022 | 75.56% |
| August 31, 2022 | 75.56% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Camtek Ltd. | 63.16% |
| Tower Semiconductor Ltd. | 55.40% |
| ON Semiconductor Corp. | 70.44% |
| QuickLogic Corp. | 86.26% |
| Broadcom Inc. | 41.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.73 |
| Beta (5Y) | 1.297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.72% |
| Historical Sharpe Ratio (5Y) | -0.3482 |
| Historical Sortino (5Y) | -0.8191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.78% |