Himax Technologies Inc (HIMX)
5.85
+0.13
(+2.27%)
USD |
NASDAQ |
Nov 05, 16:00
5.85
0.00 (0.00%)
After-Hours: 18:49
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 | 85.54% |
| July 31, 2024 | 85.54% |
| June 30, 2024 | 86.06% |
| 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
Jul 2024
86.72%
Maximum
Nov 2019
86.63%
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% |