Intel Corp (INTC)
30.90
+0.39
(+1.28%)
USD |
NASDAQ |
May 03, 16:00
30.90
0.00 (0.00%)
After-Hours: 20:00
Intel Max Drawdown (5Y): 61.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.62% |
March 31, 2024 | 61.62% |
February 29, 2024 | 61.62% |
January 31, 2024 | 61.62% |
December 31, 2023 | 61.62% |
November 30, 2023 | 61.62% |
October 31, 2023 | 61.62% |
September 30, 2023 | 61.62% |
August 31, 2023 | 61.62% |
July 31, 2023 | 61.62% |
June 30, 2023 | 61.62% |
May 31, 2023 | 61.62% |
April 30, 2023 | 61.62% |
March 31, 2023 | 61.62% |
February 28, 2023 | 61.62% |
January 31, 2023 | 61.62% |
December 31, 2022 | 61.62% |
November 30, 2022 | 61.62% |
October 31, 2022 | 61.62% |
September 30, 2022 | 60.50% |
August 31, 2022 | 51.07% |
July 31, 2022 | 44.91% |
June 30, 2022 | 43.90% |
May 31, 2022 | 36.80% |
April 30, 2022 | 34.53% |
Date | Value |
---|---|
March 31, 2022 | 34.53% |
February 28, 2022 | 34.53% |
January 31, 2022 | 34.53% |
December 31, 2021 | 34.53% |
November 30, 2021 | 34.53% |
October 31, 2021 | 34.53% |
September 30, 2021 | 34.53% |
August 31, 2021 | 34.53% |
July 31, 2021 | 34.53% |
June 30, 2021 | 34.53% |
May 31, 2021 | 34.53% |
April 30, 2021 | 34.53% |
March 31, 2021 | 34.53% |
February 28, 2021 | 34.53% |
January 31, 2021 | 34.53% |
December 31, 2020 | 34.53% |
November 30, 2020 | 34.53% |
October 31, 2020 | 34.53% |
September 30, 2020 | 34.53% |
August 31, 2020 | 34.53% |
July 31, 2020 | 34.53% |
June 30, 2020 | 34.53% |
May 31, 2020 | 34.53% |
April 30, 2020 | 34.53% |
March 31, 2020 | 34.53% |
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
29.75%
Minimum
May 2019
61.62%
Maximum
Oct 2022
43.39%
Average
34.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Analog Devices Inc | 33.60% |
Advanced Micro Devices Inc | 65.45% |
Marvell Technology Inc | 61.88% |
Micron Technology Inc | 49.63% |
NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.60 |
Beta (5Y) | 1.094 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.85% |
Historical Sharpe Ratio (5Y) | -0.2702 |
Historical Sortino (5Y) | -0.4338 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.57% |