Wolfspeed Inc (WOLF)
26.25
+1.38
(+5.55%)
USD |
NYSE |
Apr 26, 16:00
26.17
-0.08
(-0.30%)
After-Hours: 17:31
Wolfspeed Max Drawdown (5Y): 83.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 58.65% |
| August 31, 2022 | 58.65% |
| July 31, 2022 | 62.26% |
| June 30, 2022 | 68.52% |
| May 31, 2022 | 70.68% |
| April 30, 2022 | 70.68% |
| March 31, 2022 | 70.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.36% |
| January 31, 2022 | 71.36% |
| December 31, 2021 | 71.36% |
| November 30, 2021 | 71.36% |
| October 31, 2021 | 71.36% |
| September 30, 2021 | 71.36% |
| August 31, 2021 | 72.12% |
| July 31, 2021 | 72.12% |
| June 30, 2021 | 72.12% |
| May 31, 2021 | 72.12% |
| April 30, 2021 | 72.12% |
| March 31, 2021 | 72.12% |
| February 28, 2021 | 72.12% |
| January 31, 2021 | 72.12% |
| December 31, 2020 | 72.12% |
| November 30, 2020 | 72.12% |
| October 31, 2020 | 72.12% |
| September 30, 2020 | 72.12% |
| August 31, 2020 | 72.12% |
| July 31, 2020 | 72.12% |
| June 30, 2020 | 72.12% |
| May 31, 2020 | 72.12% |
| April 30, 2020 | 72.12% |
| March 31, 2020 | 72.12% |
| February 29, 2020 | 72.12% |
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
58.65%
Minimum
Aug 2022
83.25%
Maximum
Feb 2024
70.85%
Average
72.12%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Benchmark Electronics Inc | 60.34% |
| Plexus Corp | 53.68% |
| Sanmina Corp | 55.85% |
| Sigmatron International Inc | 86.01% |
| TTM Technologies Inc | 55.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.07 |
| Beta (5Y) | 1.660 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.08% |
| Historical Sharpe Ratio (5Y) | -0.2213 |
| Historical Sortino (5Y) | -0.444 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.28% |