Himax Technologies Inc (HIMX)
5.24
+0.02
(+0.38%)
USD |
NASDAQ |
Nov 21, 16:00
5.25
+0.01
(+0.19%)
After-Hours: 04:35
Himax Technologies Max Drawdown (5Y): 85.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 85.54% |
September 30, 2024 | 85.54% |
August 31, 2024 | 86.06% |
July 31, 2024 | 86.72% |
June 30, 2024 | 86.72% |
May 31, 2024 | 86.72% |
April 30, 2024 | 86.72% |
March 31, 2024 | 86.72% |
February 29, 2024 | 86.72% |
January 31, 2024 | 86.72% |
December 31, 2023 | 86.72% |
November 30, 2023 | 86.72% |
October 31, 2023 | 86.72% |
September 30, 2023 | 86.72% |
August 31, 2023 | 86.72% |
July 31, 2023 | 86.72% |
June 30, 2023 | 86.72% |
May 31, 2023 | 86.72% |
April 30, 2023 | 86.72% |
March 31, 2023 | 86.72% |
February 28, 2023 | 86.72% |
January 31, 2023 | 86.72% |
December 31, 2022 | 86.72% |
November 30, 2022 | 86.72% |
October 31, 2022 | 86.72% |
Date | Value |
---|---|
September 30, 2022 | 86.72% |
August 31, 2022 | 86.72% |
July 31, 2022 | 86.72% |
June 30, 2022 | 86.72% |
May 31, 2022 | 86.72% |
April 30, 2022 | 86.72% |
March 31, 2022 | 86.72% |
February 28, 2022 | 86.72% |
January 31, 2022 | 86.72% |
December 31, 2021 | 86.72% |
November 30, 2021 | 86.72% |
October 31, 2021 | 86.72% |
September 30, 2021 | 86.72% |
August 31, 2021 | 86.72% |
July 31, 2021 | 86.72% |
June 30, 2021 | 86.72% |
May 31, 2021 | 86.72% |
April 30, 2021 | 86.72% |
March 31, 2021 | 86.72% |
February 28, 2021 | 86.72% |
January 31, 2021 | 86.72% |
December 31, 2020 | 86.72% |
November 30, 2020 | 86.72% |
October 31, 2020 | 86.72% |
September 30, 2020 | 86.72% |
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
85.54%
Minimum
Sep 2024
86.72%
Maximum
Nov 2019
86.67%
Average
86.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Universal Display Corp | 65.03% |
Microchip Technology Inc | 49.68% |
SemiLEDs Corp | 96.05% |
ChipMOS TECHNOLOGIES Inc | 55.40% |
Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.366 |
Beta (5Y) | 2.104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.48% |
Historical Sharpe Ratio (5Y) | 0.3239 |
Historical Sortino (5Y) | 0.7793 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.36% |