NXP Semiconductors NV (NXPI)
258.16
+0.31
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NASDAQ |
May 06, 10:25
NXP Semiconductors Max Drawdown (5Y): 53.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.27% |
March 31, 2024 | 53.27% |
February 29, 2024 | 53.27% |
January 31, 2024 | 53.27% |
December 31, 2023 | 53.27% |
November 30, 2023 | 53.27% |
October 31, 2023 | 53.27% |
September 30, 2023 | 53.27% |
August 31, 2023 | 53.27% |
July 31, 2023 | 53.27% |
June 30, 2023 | 53.27% |
May 31, 2023 | 53.27% |
April 30, 2023 | 53.27% |
March 31, 2023 | 53.27% |
February 28, 2023 | 53.27% |
January 31, 2023 | 53.27% |
December 31, 2022 | 53.27% |
November 30, 2022 | 53.27% |
October 31, 2022 | 53.27% |
September 30, 2022 | 53.27% |
August 31, 2022 | 53.27% |
July 31, 2022 | 53.27% |
June 30, 2022 | 53.27% |
May 31, 2022 | 53.27% |
April 30, 2022 | 53.27% |
Date | Value |
---|---|
March 31, 2022 | 53.27% |
February 28, 2022 | 53.27% |
January 31, 2022 | 53.27% |
December 31, 2021 | 53.27% |
November 30, 2021 | 53.27% |
October 31, 2021 | 53.27% |
September 30, 2021 | 53.27% |
August 31, 2021 | 53.27% |
July 31, 2021 | 53.27% |
June 30, 2021 | 53.27% |
May 31, 2021 | 53.27% |
April 30, 2021 | 53.27% |
March 31, 2021 | 53.27% |
February 28, 2021 | 53.27% |
January 31, 2021 | 53.27% |
December 31, 2020 | 53.27% |
November 30, 2020 | 53.27% |
October 31, 2020 | 53.27% |
September 30, 2020 | 53.27% |
August 31, 2020 | 53.27% |
July 31, 2020 | 53.27% |
June 30, 2020 | 53.27% |
May 31, 2020 | 53.27% |
April 30, 2020 | 53.27% |
March 31, 2020 | 53.27% |
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
45.82%
Minimum
May 2019
53.27%
Maximum
Mar 2020
52.03%
Average
53.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ON Semiconductor Corp | 68.47% |
Qualcomm Inc | 44.29% |
Texas Instruments Inc | 29.85% |
ASML Holding NV | 56.87% |
NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.025 |
Beta (5Y) | 1.542 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.88% |
Historical Sharpe Ratio (5Y) | 0.5507 |
Historical Sortino (5Y) | 0.7516 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.41% |