Diodes, Inc. (DIOD)
92.52
+2.77
(+3.09%)
USD |
NASDAQ |
Aug 25, 14:44
Diodes Max Drawdown (5Y) : 69.52% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 69.52% |
| June 30, 2026 | 69.52% |
| May 31, 2026 | 69.52% |
| April 30, 2026 | 69.52% |
| March 31, 2026 | 69.52% |
| February 28, 2026 | 69.52% |
| January 31, 2026 | 69.52% |
| December 31, 2025 | 69.52% |
| November 30, 2025 | 69.52% |
| October 31, 2025 | 69.52% |
| September 30, 2025 | 69.52% |
| August 31, 2025 | 69.52% |
| July 31, 2025 | 69.52% |
| June 30, 2025 | 69.52% |
| May 31, 2025 | 69.52% |
| April 30, 2025 | 69.52% |
| March 31, 2025 | 61.60% |
| February 28, 2025 | 56.08% |
| January 31, 2025 | 52.85% |
| December 31, 2024 | 52.85% |
| November 30, 2024 | 52.85% |
| October 31, 2024 | 47.98% |
| September 30, 2024 | 47.83% |
| August 31, 2024 | 47.43% |
| July 31, 2024 | 45.97% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 45.78% |
| August 31, 2022 | 45.78% |
| July 31, 2022 | 45.78% |
| June 30, 2022 | 43.82% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Lattice Semiconductor Corp. | 61.09% |
| Cirrus Logic, Inc. | 46.85% |
| Advanced Micro Devices, Inc. | 65.45% |
| Microchip Technology, Inc. | 63.76% |
| ON Semiconductor Corp. | 70.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.14 |
| Beta (5Y) | 1.908 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.87% |
| Historical Sharpe Ratio (5Y) | -0.0747 |
| Historical Sortino (5Y) | -0.1565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |