Wolfspeed Inc (WOLF)
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-0.23
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Nov 15, 10:28
Wolfspeed Max Drawdown (5Y): 94.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.65% |
| September 30, 2024 | 94.65% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
94.65%
Maximum
Sep 2024
72.82%
Average
72.12%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Intel Corp | 69.56% |
| NVIDIA Corp | 66.34% |
| Texas Instruments Inc | 29.85% |
| Advanced Micro Devices Inc | 65.45% |
| Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.74 |
| Beta (5Y) | 1.460 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.50% |
| Historical Sharpe Ratio (5Y) | -0.3343 |
| Historical Sortino (5Y) | -0.6602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.53% |