Wolfspeed Inc (WOLF)

7.04 +0.04 (+0.57%) USD  |  NYSE  |  Dec 20, 16:00
7.18 +0.14 (+1.99%) After-Hours: 20:00
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Wolfspeed Max Drawdown (5Y): 95.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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NVIDIA Corp 66.34%
Intel Corp 69.56%
Advanced Micro Devices Inc 65.45%
Micron Technology Inc 49.63%
ON Semiconductor Corp 68.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -47.17
Beta (5Y) 1.379
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 76.65%
Historical Sharpe Ratio (5Y) -0.3752
Historical Sortino (5Y) -0.7156
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.89%