ASE Technology Holding Co Ltd (ASX)
9.935
+0.12
(+1.27%)
USD |
NYSE |
Nov 22, 14:57
ASE Technology Max Drawdown (5Y): 55.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.08% |
| September 30, 2024 | 55.08% |
| August 31, 2024 | 55.08% |
| July 31, 2024 | 55.08% |
| June 30, 2024 | 55.08% |
| May 31, 2024 | 55.08% |
| April 30, 2024 | 55.08% |
| March 31, 2024 | 55.08% |
| February 29, 2024 | 55.08% |
| January 31, 2024 | 55.08% |
| December 31, 2023 | 55.08% |
| November 30, 2023 | 55.08% |
| October 31, 2023 | 55.08% |
| September 30, 2023 | 55.08% |
| August 31, 2023 | 55.08% |
| July 31, 2023 | 55.08% |
| June 30, 2023 | 55.08% |
| May 31, 2023 | 55.08% |
| April 30, 2023 | 55.08% |
| March 31, 2023 | 55.08% |
| February 28, 2023 | 55.08% |
| January 31, 2023 | 55.08% |
| December 31, 2022 | 55.08% |
| November 30, 2022 | 55.08% |
| October 31, 2022 | 55.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.08% |
| August 31, 2022 | 55.08% |
| July 31, 2022 | 55.08% |
| June 30, 2022 | 55.08% |
| May 31, 2022 | 55.08% |
| April 30, 2022 | 55.08% |
| March 31, 2022 | 55.08% |
| February 28, 2022 | 55.08% |
| January 31, 2022 | 55.08% |
| December 31, 2021 | 55.08% |
| November 30, 2021 | 55.08% |
| October 31, 2021 | 55.08% |
| September 30, 2021 | 55.08% |
| August 31, 2021 | 55.08% |
| July 31, 2021 | 55.08% |
| June 30, 2021 | 55.08% |
| May 31, 2021 | 55.08% |
| April 30, 2021 | 55.08% |
| March 31, 2021 | 55.08% |
| February 28, 2021 | 55.08% |
| January 31, 2021 | 55.08% |
| December 31, 2020 | 55.08% |
| November 30, 2020 | 55.08% |
| October 31, 2020 | 55.08% |
| September 30, 2020 | 55.08% |
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
52.80%
Minimum
Nov 2019
55.08%
Maximum
Mar 2020
54.93%
Average
55.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Taiwan Semiconductor Manufacturing Co Ltd | 56.48% |
| Himax Technologies Inc | 85.54% |
| SemiLEDs Corp | 96.05% |
| ChipMOS TECHNOLOGIES Inc | 55.40% |
| Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.036 |
| Beta (5Y) | 1.216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.92% |
| Historical Sharpe Ratio (5Y) | 0.4411 |
| Historical Sortino (5Y) | 0.7437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.43% |