AUO Corp (AUOTY)
5.68
-0.05
(-0.87%)
USD |
OTCM |
May 17, 16:00
AUO Max Drawdown (5Y): 65.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.82% |
| March 31, 2024 | 65.82% |
| February 29, 2024 | 65.82% |
| January 31, 2024 | 65.82% |
| December 31, 2023 | 65.82% |
| November 30, 2023 | 65.82% |
| October 31, 2023 | 65.82% |
| September 30, 2023 | 65.82% |
| August 31, 2023 | 65.82% |
| July 31, 2023 | 65.82% |
| June 30, 2023 | 65.82% |
| May 31, 2023 | 65.82% |
| April 30, 2023 | 65.82% |
| March 31, 2023 | 65.82% |
| February 28, 2023 | 65.82% |
| January 31, 2023 | 65.82% |
| December 31, 2022 | 65.82% |
| November 30, 2022 | 60.34% |
| October 31, 2022 | 60.34% |
| September 30, 2022 | 60.34% |
| August 31, 2022 | 60.34% |
| July 31, 2022 | 60.34% |
| June 30, 2022 | 60.34% |
| May 31, 2022 | 57.94% |
| April 30, 2022 | 57.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.72% |
| February 28, 2022 | 57.72% |
| January 31, 2022 | 57.72% |
| December 31, 2021 | 57.72% |
| November 30, 2021 | 57.72% |
| October 31, 2021 | 57.72% |
| September 30, 2021 | 57.72% |
| August 31, 2021 | 57.72% |
| July 31, 2021 | 57.72% |
| June 30, 2021 | 57.72% |
| May 31, 2021 | 57.72% |
| April 30, 2021 | 57.72% |
| March 31, 2021 | 57.72% |
| February 28, 2021 | 58.21% |
| January 31, 2021 | 61.73% |
| December 31, 2020 | 64.97% |
| November 30, 2020 | 70.30% |
| October 31, 2020 | 70.30% |
| September 30, 2020 | 72.39% |
| August 31, 2020 | 72.39% |
| July 31, 2020 | 72.39% |
| June 30, 2020 | 72.39% |
| May 31, 2020 | 72.81% |
| April 30, 2020 | 72.81% |
| March 31, 2020 | 72.81% |
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
57.72%
Minimum
Mar 2021
72.81%
Maximum
May 2019
65.14%
Average
65.82%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| Himax Technologies Inc | 86.72% |
| SemiLEDs Corp | 96.05% |
| ChipMOS TECHNOLOGIES Inc | 55.40% |
| Perfect Corp | -- |
| Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.972 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.90% |
| Historical Sharpe Ratio (5Y) | 0.162 |
| Historical Sortino (5Y) | 0.2945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.79% |