Semtech Corp (SMTC)
32.13
-0.26
(-0.80%)
USD |
NASDAQ |
Apr 16, 11:42
Semtech Max Drawdown (5Y): 85.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.40% |
| February 29, 2024 | 85.40% |
| January 31, 2024 | 85.40% |
| December 31, 2023 | 85.40% |
| November 30, 2023 | 85.40% |
| October 31, 2023 | 85.12% |
| September 30, 2023 | 80.33% |
| August 31, 2023 | 80.33% |
| July 31, 2023 | 80.33% |
| June 30, 2023 | 80.33% |
| May 31, 2023 | 80.33% |
| April 30, 2023 | 78.81% |
| March 31, 2023 | 73.76% |
| February 28, 2023 | 72.12% |
| January 31, 2023 | 72.12% |
| December 31, 2022 | 72.12% |
| November 30, 2022 | 72.12% |
| October 31, 2022 | 72.12% |
| September 30, 2022 | 68.03% |
| August 31, 2022 | 54.98% |
| July 31, 2022 | 54.98% |
| June 30, 2022 | 54.98% |
| May 31, 2022 | 54.98% |
| April 30, 2022 | 54.98% |
| March 31, 2022 | 54.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.98% |
| January 31, 2022 | 54.98% |
| December 31, 2021 | 54.98% |
| November 30, 2021 | 54.98% |
| October 31, 2021 | 54.98% |
| September 30, 2021 | 54.98% |
| August 31, 2021 | 54.98% |
| July 31, 2021 | 54.98% |
| June 30, 2021 | 54.98% |
| May 31, 2021 | 54.98% |
| April 30, 2021 | 54.98% |
| March 31, 2021 | 54.98% |
| February 28, 2021 | 54.98% |
| January 31, 2021 | 54.98% |
| December 31, 2020 | 54.98% |
| November 30, 2020 | 56.76% |
| October 31, 2020 | 56.76% |
| September 30, 2020 | 56.76% |
| August 31, 2020 | 56.76% |
| July 31, 2020 | 57.47% |
| June 30, 2020 | 60.99% |
| May 31, 2020 | 60.99% |
| April 30, 2020 | 60.99% |
| March 31, 2020 | 60.99% |
| February 29, 2020 | 60.99% |
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
54.98%
Minimum
Dec 2020
85.40%
Maximum
Nov 2023
64.15%
Average
60.99%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Photronics Inc | 47.36% |
| MACOM Technology Solutions Holdings Inc | 79.37% |
| Marvell Technology Inc | 61.88% |
| Broadcom Inc | 48.30% |
| SkyWater Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.71 |
| Beta (5Y) | 1.848 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.36% |
| Historical Sharpe Ratio (5Y) | -0.2596 |
| Historical Sortino (5Y) | -0.3692 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.63% |