Wolfspeed, Inc. (WOLF)
31.94
-1.59
(-4.74%)
USD |
NYSE |
Oct 06, 14:41
Wolfspeed Max Drawdown (5Y) : 99.72% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.72% |
| August 31, 2026 | 99.72% |
| July 31, 2026 | 99.72% |
| June 30, 2026 | 99.72% |
| May 31, 2026 | 99.72% |
| April 30, 2026 | 99.72% |
| March 31, 2026 | 99.72% |
| February 28, 2026 | 99.72% |
| January 31, 2026 | 99.72% |
| December 31, 2025 | 99.72% |
| November 30, 2025 | 99.72% |
| October 31, 2025 | 99.72% |
| September 30, 2025 | 99.72% |
| August 31, 2025 | 99.72% |
| July 31, 2025 | 99.72% |
| June 30, 2025 | 99.72% |
| May 31, 2025 | 99.16% |
| April 30, 2025 | 98.48% |
| March 31, 2025 | 98.17% |
| February 28, 2025 | 96.60% |
| January 31, 2025 | 96.60% |
| December 31, 2024 | 95.46% |
| November 30, 2024 | 95.46% |
| October 31, 2024 | 94.65% |
| September 30, 2024 | 94.65% |
| Date | Value |
|---|---|
| August 31, 2024 | 93.13% |
| July 31, 2024 | 87.46% |
| June 30, 2024 | 84.44% |
| May 31, 2024 | 84.37% |
| April 30, 2024 | 84.37% |
| March 31, 2024 | 83.25% |
| February 29, 2024 | 83.25% |
| January 31, 2024 | 80.46% |
| December 31, 2023 | 80.46% |
| November 30, 2023 | 80.46% |
| October 31, 2023 | 80.46% |
| September 30, 2023 | 74.67% |
| August 31, 2023 | 72.17% |
| July 31, 2023 | 72.17% |
| June 30, 2023 | 72.17% |
| May 31, 2023 | 72.17% |
| April 30, 2023 | 67.58% |
| March 31, 2023 | 58.65% |
| February 28, 2023 | 58.65% |
| January 31, 2023 | 58.65% |
| December 31, 2022 | 58.65% |
| November 30, 2022 | 58.65% |
| October 31, 2022 | 58.65% |
| September 30, 2022 | 62.26% |
| August 31, 2022 | 68.52% |
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
| Navitas Semiconductor Corp. | -- |
| NVIDIA Corp. | 66.34% |
| ON Semiconductor Corp. | 70.44% |
| Analog Devices, Inc. | 32.20% |
| Texas Instruments Incorporated | 33.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -89.30 |
| Beta (5Y) | 6.647 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 756.4% |
| Historical Sharpe Ratio (5Y) | -0.0301 |
| Historical Sortino (5Y) | -0.4198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.93% |