BE Semiconductor Industries NV (BESIY)
111.00
+2.23
(+2.05%)
USD |
OTCM |
Nov 05, 15:59
BE Semiconductor Industries Max Drawdown (5Y): 56.21% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 56.21% |
| August 31, 2024 | 56.21% |
| July 31, 2024 | 56.21% |
| June 30, 2024 | 56.21% |
| May 31, 2024 | 56.21% |
| April 30, 2024 | 56.21% |
| March 31, 2024 | 56.21% |
| February 29, 2024 | 56.21% |
| January 31, 2024 | 56.21% |
| December 31, 2023 | 56.21% |
| November 30, 2023 | 56.21% |
| October 31, 2023 | 57.68% |
| September 30, 2023 | 60.17% |
| August 31, 2023 | 60.17% |
| July 31, 2023 | 63.48% |
| June 30, 2023 | 63.48% |
| May 31, 2023 | 63.48% |
| April 30, 2023 | 63.48% |
| March 31, 2023 | 63.48% |
| February 28, 2023 | 63.48% |
| January 31, 2023 | 63.48% |
| December 31, 2022 | 63.48% |
| November 30, 2022 | 63.48% |
| October 31, 2022 | 63.48% |
| September 30, 2022 | 63.48% |
| Date | Value |
|---|---|
| August 31, 2022 | 63.48% |
| July 31, 2022 | 63.48% |
| June 30, 2022 | 63.48% |
| May 31, 2022 | 63.48% |
| April 30, 2022 | 63.48% |
| March 31, 2022 | 63.48% |
| February 28, 2022 | 63.48% |
| January 31, 2022 | 63.48% |
| December 31, 2021 | 63.48% |
| November 30, 2021 | 63.48% |
| October 31, 2021 | 63.48% |
| September 30, 2021 | 63.48% |
| August 31, 2021 | 63.48% |
| July 31, 2021 | 63.48% |
| June 30, 2021 | 63.48% |
| May 31, 2021 | 63.48% |
| April 30, 2021 | 63.48% |
| March 31, 2021 | 63.48% |
| February 28, 2021 | 63.48% |
| January 31, 2021 | 63.48% |
| December 31, 2020 | 63.48% |
| November 30, 2020 | 63.48% |
| October 31, 2020 | 63.48% |
| September 30, 2020 | 63.48% |
| August 31, 2020 | 63.48% |
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
56.21%
Minimum
Nov 2023
63.48%
Maximum
Nov 2019
61.91%
Average
63.48%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ASML Holding NV | 56.87% |
| NXP Semiconductors NV | 53.27% |
| TomTom NV | 73.09% |
| Nedap NV | 0.00% |
| Elastic NV | 74.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.50 |
| Beta (5Y) | 1.741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.13% |
| Historical Sharpe Ratio (5Y) | 0.6843 |
| Historical Sortino (5Y) | 1.129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.88% |