ASML Holding NV (ASML)

705.68 -4.58 (-0.64%) USD  |  NASDAQ  |  Dec 20, 16:00
708.90 +3.22 (+0.46%) After-Hours: 20:00
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ASML Max Drawdown (5Y): 56.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Apple Inc 31.43%
Applied Materials Inc 55.14%
Advanced Micro Devices Inc 65.45%
Intel Corp 69.56%
Lam Research Corp 56.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.7882
Beta (5Y) 1.491
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.42%
Historical Sharpe Ratio (5Y) 0.4619
Historical Sortino (5Y) 0.8908
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.22%