Diodes Inc (DIOD)
59.94
-0.25
(-0.42%)
USD |
NASDAQ |
Nov 05, 11:22
Diodes Max Drawdown (5Y): 47.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.98% |
| September 30, 2024 | 47.83% |
| August 31, 2024 | 47.43% |
| July 31, 2024 | 45.97% |
| June 30, 2024 | 45.97% |
| May 31, 2024 | 45.97% |
| April 30, 2024 | 45.97% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.14%
Average
45.78%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Marvell Technology Inc | 61.88% |
| Micron Technology Inc | 49.63% |
| NVIDIA Corp | 66.34% |
| Broadcom Inc | 48.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.76 |
| Beta (5Y) | 1.319 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.96% |
| Historical Sharpe Ratio (5Y) | 0.0552 |
| Historical Sortino (5Y) | 0.1005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |