Applied Materials Inc (AMAT)
181.60
-3.64
(-1.97%)
USD |
NASDAQ |
Oct 31, 16:00
182.05
+0.45
(+0.25%)
After-Hours: 20:00
Applied Materials Max Drawdown (5Y): 55.14% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 55.14% |
| August 31, 2024 | 55.14% |
| July 31, 2024 | 55.14% |
| June 30, 2024 | 55.14% |
| May 31, 2024 | 55.14% |
| April 30, 2024 | 55.14% |
| March 31, 2024 | 55.14% |
| February 29, 2024 | 55.14% |
| January 31, 2024 | 55.14% |
| December 31, 2023 | 55.14% |
| November 30, 2023 | 55.14% |
| October 31, 2023 | 55.14% |
| September 30, 2023 | 55.14% |
| August 31, 2023 | 55.14% |
| July 31, 2023 | 55.14% |
| June 30, 2023 | 55.14% |
| May 31, 2023 | 55.14% |
| April 30, 2023 | 55.14% |
| March 31, 2023 | 55.14% |
| February 28, 2023 | 55.14% |
| January 31, 2023 | 55.14% |
| December 31, 2022 | 55.14% |
| November 30, 2022 | 55.14% |
| October 31, 2022 | 55.14% |
| September 30, 2022 | 52.27% |
| Date | Value |
|---|---|
| August 31, 2022 | 52.27% |
| July 31, 2022 | 52.27% |
| June 30, 2022 | 52.27% |
| May 31, 2022 | 52.27% |
| April 30, 2022 | 52.27% |
| March 31, 2022 | 52.27% |
| February 28, 2022 | 52.27% |
| January 31, 2022 | 52.27% |
| December 31, 2021 | 52.27% |
| November 30, 2021 | 52.27% |
| October 31, 2021 | 52.27% |
| September 30, 2021 | 52.27% |
| August 31, 2021 | 52.27% |
| July 31, 2021 | 52.27% |
| June 30, 2021 | 52.27% |
| May 31, 2021 | 52.27% |
| April 30, 2021 | 52.27% |
| March 31, 2021 | 52.27% |
| February 28, 2021 | 52.27% |
| January 31, 2021 | 52.27% |
| December 31, 2020 | 52.27% |
| November 30, 2020 | 52.27% |
| October 31, 2020 | 52.27% |
| September 30, 2020 | 52.27% |
| August 31, 2020 | 52.27% |
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
52.27%
Minimum
Nov 2019
55.14%
Maximum
Oct 2022
53.44%
Average
52.27%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
| KLA Corp | 40.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.11 |
| Beta (5Y) | 1.545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.98% |
| Historical Sharpe Ratio (5Y) | 0.7622 |
| Historical Sortino (5Y) | 1.230 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |