ASML Holding NV (ASMLF)
910.00
+21.09
(+2.37%)
USD |
OTCM |
Apr 25, 16:00
ASML Max Drawdown (5Y): 56.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.67% |
February 29, 2024 | 56.67% |
January 31, 2024 | 56.67% |
December 31, 2023 | 56.67% |
November 30, 2023 | 56.67% |
October 31, 2023 | 56.67% |
September 30, 2023 | 56.67% |
August 31, 2023 | 56.67% |
July 31, 2023 | 56.67% |
June 30, 2023 | 56.67% |
May 31, 2023 | 56.67% |
April 30, 2023 | 56.67% |
March 31, 2023 | 56.67% |
February 28, 2023 | 56.67% |
January 31, 2023 | 56.67% |
December 31, 2022 | 56.67% |
November 30, 2022 | 56.67% |
October 31, 2022 | 56.67% |
September 30, 2022 | 52.67% |
August 31, 2022 | 51.90% |
July 31, 2022 | 51.90% |
June 30, 2022 | 47.22% |
May 31, 2022 | 42.20% |
April 30, 2022 | 40.09% |
March 31, 2022 | 40.09% |
Date | Value |
---|---|
February 28, 2022 | 40.09% |
January 31, 2022 | 40.09% |
December 31, 2021 | 40.09% |
November 30, 2021 | 40.09% |
October 31, 2021 | 40.09% |
September 30, 2021 | 40.09% |
August 31, 2021 | 40.09% |
July 31, 2021 | 40.09% |
June 30, 2021 | 40.09% |
May 31, 2021 | 40.09% |
April 30, 2021 | 40.09% |
March 31, 2021 | 40.09% |
February 28, 2021 | 40.09% |
January 31, 2021 | 40.09% |
December 31, 2020 | 40.09% |
November 30, 2020 | 40.09% |
October 31, 2020 | 40.09% |
September 30, 2020 | 40.09% |
August 31, 2020 | 40.09% |
July 31, 2020 | 40.09% |
June 30, 2020 | 40.09% |
May 31, 2020 | 40.09% |
April 30, 2020 | 40.09% |
March 31, 2020 | 40.09% |
February 29, 2020 | 32.32% |
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
32.32%
Minimum
Apr 2019
56.67%
Maximum
Oct 2022
44.40%
Average
40.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NXP Semiconductors NV | 53.27% |
TomTom NV | 73.09% |
Nedap NV | 0.00% |
Elastic NV | 74.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.62 |
Beta (5Y) | 1.502 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.29% |
Historical Sharpe Ratio (5Y) | 0.9982 |
Historical Sortino (5Y) | 1.852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.59% |