STMicroelectronics NV (STM)
41.64
-0.29
(-0.69%)
USD |
NYSE |
May 17, 16:00
41.60
-0.04
(-0.10%)
Pre-Market: 08:22
STMicroelectronics Max Drawdown (5Y): 49.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.90% |
March 31, 2024 | 49.90% |
February 29, 2024 | 49.90% |
January 31, 2024 | 49.90% |
December 31, 2023 | 49.90% |
November 30, 2023 | 49.90% |
October 31, 2023 | 53.53% |
September 30, 2023 | 53.53% |
August 31, 2023 | 53.53% |
July 31, 2023 | 53.53% |
June 30, 2023 | 53.53% |
May 31, 2023 | 53.53% |
April 30, 2023 | 53.53% |
March 31, 2023 | 53.53% |
February 28, 2023 | 53.53% |
January 31, 2023 | 53.53% |
December 31, 2022 | 53.53% |
November 30, 2022 | 53.53% |
October 31, 2022 | 53.53% |
September 30, 2022 | 53.53% |
August 31, 2022 | 53.53% |
July 31, 2022 | 53.53% |
June 30, 2022 | 53.53% |
May 31, 2022 | 53.53% |
April 30, 2022 | 53.53% |
Date | Value |
---|---|
March 31, 2022 | 53.53% |
February 28, 2022 | 53.53% |
January 31, 2022 | 53.53% |
December 31, 2021 | 53.53% |
November 30, 2021 | 53.53% |
October 31, 2021 | 53.53% |
September 30, 2021 | 53.53% |
August 31, 2021 | 53.53% |
July 31, 2021 | 53.53% |
June 30, 2021 | 53.53% |
May 31, 2021 | 53.53% |
April 30, 2021 | 53.53% |
March 31, 2021 | 53.53% |
February 28, 2021 | 53.53% |
January 31, 2021 | 53.53% |
December 31, 2020 | 53.53% |
November 30, 2020 | 53.53% |
October 31, 2020 | 53.53% |
September 30, 2020 | 53.53% |
August 31, 2020 | 53.53% |
July 31, 2020 | 53.53% |
June 30, 2020 | 53.53% |
May 31, 2020 | 53.53% |
April 30, 2020 | 53.53% |
March 31, 2020 | 53.53% |
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
49.90%
Minimum
Nov 2023
53.53%
Maximum
May 2019
53.17%
Average
53.53%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.174 |
Beta (5Y) | 1.664 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.03% |
Historical Sharpe Ratio (5Y) | 0.3841 |
Historical Sortino (5Y) | 0.625 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.98% |