Diodes Inc (DIOD)
72.70
+1.40
(+1.97%)
USD |
NASDAQ |
Apr 26, 16:00
72.70
0.00 (0.00%)
After-Hours: 17:14
Diodes Max Drawdown (5Y): 45.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.97% |
| February 29, 2024 | 45.97% |
| January 31, 2024 | 45.97% |
| December 31, 2023 | 45.97% |
| November 30, 2023 | 45.97% |
| October 31, 2023 | 45.78% |
| September 30, 2023 | 45.78% |
| August 31, 2023 | 45.78% |
| July 31, 2023 | 45.78% |
| June 30, 2023 | 45.78% |
| May 31, 2023 | 45.78% |
| April 30, 2023 | 45.78% |
| March 31, 2023 | 45.78% |
| February 28, 2023 | 45.78% |
| January 31, 2023 | 45.78% |
| December 31, 2022 | 45.78% |
| November 30, 2022 | 45.78% |
| October 31, 2022 | 45.78% |
| September 30, 2022 | 45.78% |
| August 31, 2022 | 45.78% |
| July 31, 2022 | 45.78% |
| June 30, 2022 | 43.82% |
| May 31, 2022 | 43.82% |
| April 30, 2022 | 43.82% |
| March 31, 2022 | 43.82% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.82% |
| January 31, 2022 | 43.82% |
| December 31, 2021 | 43.82% |
| November 30, 2021 | 43.82% |
| October 31, 2021 | 43.82% |
| September 30, 2021 | 43.82% |
| August 31, 2021 | 43.82% |
| July 31, 2021 | 43.82% |
| June 30, 2021 | 43.82% |
| May 31, 2021 | 43.82% |
| April 30, 2021 | 43.82% |
| March 31, 2021 | 43.82% |
| February 28, 2021 | 44.27% |
| January 31, 2021 | 44.27% |
| December 31, 2020 | 44.27% |
| November 30, 2020 | 49.62% |
| October 31, 2020 | 49.62% |
| September 30, 2020 | 49.62% |
| August 31, 2020 | 49.62% |
| July 31, 2020 | 49.62% |
| June 30, 2020 | 49.62% |
| May 31, 2020 | 49.62% |
| April 30, 2020 | 49.62% |
| March 31, 2020 | 49.62% |
| February 29, 2020 | 49.62% |
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
43.82%
Minimum
Mar 2021
49.62%
Maximum
Apr 2019
46.48%
Average
45.78%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| ON Semiconductor Corp | 68.47% |
| Amkor Technology Inc | 61.26% |
| Lattice Semiconductor Corp | 47.49% |
| MaxLinear Inc | 81.37% |
| MACOM Technology Solutions Holdings Inc | 79.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.889 |
| Beta (5Y) | 1.465 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.28% |
| Historical Sharpe Ratio (5Y) | 0.3207 |
| Historical Sortino (5Y) | 0.60 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |