ASML Holding NV (ASML)
674.73
+2.18
(+0.32%)
USD |
NASDAQ |
Nov 01, 16:00
675.80
+1.07
(+0.16%)
Pre-Market: 20:00
ASML Max Drawdown (5Y): 56.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.87% |
| September 30, 2024 | 56.87% |
| August 31, 2024 | 56.87% |
| July 31, 2024 | 56.87% |
| June 30, 2024 | 56.87% |
| May 31, 2024 | 56.87% |
| April 30, 2024 | 56.87% |
| March 31, 2024 | 56.87% |
| February 29, 2024 | 56.87% |
| January 31, 2024 | 56.87% |
| December 31, 2023 | 56.87% |
| November 30, 2023 | 56.87% |
| October 31, 2023 | 56.87% |
| September 30, 2023 | 56.87% |
| August 31, 2023 | 56.87% |
| July 31, 2023 | 56.87% |
| June 30, 2023 | 56.87% |
| May 31, 2023 | 56.87% |
| April 30, 2023 | 56.87% |
| March 31, 2023 | 56.87% |
| February 28, 2023 | 56.87% |
| January 31, 2023 | 56.87% |
| December 31, 2022 | 56.87% |
| November 30, 2022 | 56.87% |
| October 31, 2022 | 56.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.74% |
| August 31, 2022 | 51.32% |
| July 31, 2022 | 51.32% |
| June 30, 2022 | 46.86% |
| May 31, 2022 | 41.81% |
| April 30, 2022 | 37.94% |
| March 31, 2022 | 37.94% |
| February 28, 2022 | 37.94% |
| January 31, 2022 | 37.94% |
| December 31, 2021 | 37.94% |
| November 30, 2021 | 37.94% |
| October 31, 2021 | 37.94% |
| September 30, 2021 | 37.94% |
| August 31, 2021 | 37.94% |
| July 31, 2021 | 37.94% |
| June 30, 2021 | 37.94% |
| May 31, 2021 | 37.94% |
| April 30, 2021 | 37.94% |
| March 31, 2021 | 37.94% |
| February 28, 2021 | 37.94% |
| January 31, 2021 | 37.94% |
| December 31, 2020 | 37.94% |
| November 30, 2020 | 37.94% |
| October 31, 2020 | 37.94% |
| September 30, 2020 | 37.94% |
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
34.32%
Minimum
Nov 2019
56.87%
Maximum
Oct 2022
46.49%
Average
39.88%
Median
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Applied Materials Inc | 55.14% |
| Advanced Micro Devices Inc | 65.45% |
| Lam Research Corp | 56.39% |
| Microsoft Corp | 37.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1017 |
| Beta (5Y) | 1.508 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.82% |
| Historical Sharpe Ratio (5Y) | 0.4794 |
| Historical Sortino (5Y) | 0.9205 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.71% |