PortfoliosLab logo

MACOM Technology Solutions Holdings, Inc. (MTSI)

Equity · Currency in USD
Sector
Technology
Industry
Semiconductors
ISIN
US55405Y1001
CUSIP
55405Y100

MTSIPrice Chart


Chart placeholderClick Calculate to get results

MTSIPerformance

The chart shows the growth of $10,000 invested in MACOM Technology Solutions Holdings, Inc. on Mar 16, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,852 for a total return of roughly 248.52%. All prices are adjusted for splits and dividends.


MTSI (MACOM Technology Solutions Holdings, Inc.)
Benchmark (S&P 500)

MTSIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-8.53%-2.17%
1M-3.06%0.62%
6M23.06%6.95%
1Y17.12%22.39%
5Y8.58%15.44%
10Y13.55%13.01%

MTSIMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

MTSISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current MACOM Technology Solutions Holdings, Inc. Sharpe ratio is 0.37. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


MTSI (MACOM Technology Solutions Holdings, Inc.)
Benchmark (S&P 500)

MTSIDividends


MACOM Technology Solutions Holdings, Inc. doesn't pay dividends

MTSIDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


MTSI (MACOM Technology Solutions Holdings, Inc.)
Benchmark (S&P 500)

MTSIWorst Drawdowns

The table below shows the maximum drawdowns of the MACOM Technology Solutions Holdings, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the MACOM Technology Solutions Holdings, Inc. is 80.78%, recorded on May 7, 2019. It took 445 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.78%Jul 27, 2017447May 7, 2019445Feb 10, 2021892
-51.14%Mar 20, 2012165Nov 13, 2012394Jun 10, 2014559
-36.91%Jun 24, 201543Aug 24, 2015134Mar 7, 2016177
-33.23%Apr 4, 201660Jun 27, 2016101Nov 17, 2016161
-27.99%Mar 2, 202152May 13, 2021117Oct 28, 2021169
-25.97%Sep 19, 201416Oct 10, 201433Nov 26, 201449
-22.01%Mar 25, 201526Apr 30, 201521Jun 1, 201547
-17.2%Apr 25, 20178May 4, 20178May 16, 201716
-16.25%Dec 9, 201669Mar 21, 201723Apr 24, 201792
-14.55%Jun 24, 201426Jul 30, 201422Aug 29, 201448

MTSIVolatility Chart

Current MACOM Technology Solutions Holdings, Inc. volatility is 41.40%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MTSI (MACOM Technology Solutions Holdings, Inc.)
Benchmark (S&P 500)

Portfolios with MACOM Technology Solutions Holdings, Inc.


Loading data...

More Tools for MACOM Technology Solutions Holdings, Inc.