Diodes, Inc. (DIOD)
107.74
+4.21
(+4.07%)
USD |
NASDAQ |
Oct 06, 16:00
108.03
+0.29
(+0.27%)
After-Hours: 20:00
Diodes Max Drawdown (5Y) : 69.52% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 69.52% |
| August 31, 2026 | 69.52% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 45.78% |
| August 31, 2022 | 45.78% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Cirrus Logic, Inc. | 46.85% |
| Lattice Semiconductor Corp. | 61.09% |
| SiTime Corp. | 78.12% |
| Advanced Micro Devices, Inc. | 65.45% |
| FormFactor, Inc. | 64.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.48 |
| Beta (5Y) | 1.902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.52% |
| Historical Sharpe Ratio (5Y) | -0.0516 |
| Historical Sortino (5Y) | -0.1077 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |