ASE Technology Holding Co Ltd (ASX)

10.00 +0.09 (+0.91%) USD  |  NYSE  |  Dec 20, 16:00
10.02 +0.02 (+0.20%) After-Hours: 20:00
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ASE Technology Max Drawdown (5Y): 55.08% 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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Median

Max Drawdown (5Y) Benchmarks

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Himax Technologies Inc 85.54%
Infosys Ltd 42.32%
SemiLEDs Corp 96.05%
ChipMOS TECHNOLOGIES Inc 55.40%
Semilux International Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.901
Beta (5Y) 1.212
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.79%
Historical Sharpe Ratio (5Y) 0.4786
Historical Sortino (5Y) 0.8063
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.43%