ASML Holding NV (ASMLF)
591.41
+8.92
(+1.53%)
USD |
OTCM |
Sep 22, 16:00
ASML Max Drawdown (5Y): 56.67% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 32.32% |
| December 31, 2019 | 32.32% |
| November 30, 2019 | 32.32% |
| October 31, 2019 | 32.32% |
| September 30, 2019 | 32.32% |
| August 31, 2019 | 32.32% |
| July 31, 2019 | 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
28.77%
Minimum
Sep 2018
56.67%
Maximum
Oct 2022
41.38%
Average
40.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BE Semiconductor Industries NV | 60.17% |
| ASM International NV | 58.08% |
| NXP Semiconductors NV | 53.27% |
| Elastic NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.60 |
| Beta (5Y) | 1.488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.25% |
| Historical Sharpe Ratio (5Y) | 0.8834 |
| Historical Sortino (5Y) | 1.620 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.35% |