ASML Holding NV (ASMLF)
676.25
+3.50
(+0.52%)
USD |
OTCM |
Nov 22, 16:00
ASML Max Drawdown (5Y): 56.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.67% |
| September 30, 2024 | 56.67% |
| August 31, 2024 | 56.67% |
| July 31, 2024 | 56.67% |
| June 30, 2024 | 56.67% |
| May 31, 2024 | 56.67% |
| April 30, 2024 | 56.67% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
56.67%
Maximum
Oct 2022
47.24%
Average
41.15%
Median
Max Drawdown (5Y) Benchmarks
| NXP Semiconductors NV | 53.27% |
| TomTom NV | 73.09% |
| Nedap NV | 0.00% |
| Elastic NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7942 |
| Beta (5Y) | 1.471 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.71% |
| Historical Sharpe Ratio (5Y) | 0.4858 |
| Historical Sortino (5Y) | 0.9208 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.80% |