ChipMOS TECHNOLOGIES Inc (IMOS)
23.93
+4.53
(+23.35%)
USD |
NASDAQ |
Nov 22, 09:34
ChipMOS TECHNOLOGIES Max Drawdown (5Y): 55.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.40% |
| September 30, 2024 | 55.40% |
| August 31, 2024 | 55.40% |
| July 31, 2024 | 55.40% |
| June 30, 2024 | 55.40% |
| May 31, 2024 | 55.40% |
| April 30, 2024 | 55.40% |
| March 31, 2024 | 55.40% |
| February 29, 2024 | 55.40% |
| January 31, 2024 | 55.40% |
| December 31, 2023 | 55.40% |
| November 30, 2023 | 55.40% |
| October 31, 2023 | 55.40% |
| September 30, 2023 | 55.40% |
| August 31, 2023 | 55.40% |
| July 31, 2023 | 55.40% |
| June 30, 2023 | 55.40% |
| May 31, 2023 | 55.40% |
| April 30, 2023 | 55.40% |
| March 31, 2023 | 55.40% |
| February 28, 2023 | 55.40% |
| January 31, 2023 | 55.40% |
| December 31, 2022 | 55.40% |
| November 30, 2022 | 55.40% |
| October 31, 2022 | 55.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.05% |
| August 31, 2022 | 47.49% |
| July 31, 2022 | 47.49% |
| June 30, 2022 | 47.49% |
| May 31, 2022 | 47.49% |
| April 30, 2022 | 47.49% |
| March 31, 2022 | 47.49% |
| February 28, 2022 | 47.49% |
| January 31, 2022 | 47.49% |
| December 31, 2021 | 47.49% |
| November 30, 2021 | 47.49% |
| October 31, 2021 | 47.49% |
| September 30, 2021 | 47.49% |
| August 31, 2021 | 47.49% |
| July 31, 2021 | 47.49% |
| June 30, 2021 | 47.49% |
| May 31, 2021 | 47.49% |
| April 30, 2021 | 47.49% |
| March 31, 2021 | 47.49% |
| February 28, 2021 | 47.49% |
| January 31, 2021 | 47.49% |
| December 31, 2020 | 47.49% |
| November 30, 2020 | 47.49% |
| October 31, 2020 | 47.49% |
| September 30, 2020 | 47.49% |
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
47.49%
Minimum
Nov 2019
55.40%
Maximum
Oct 2022
50.89%
Average
47.49%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ASE Technology Holding Co Ltd | 55.08% |
| Himax Technologies Inc | 85.54% |
| SemiLEDs Corp | 96.05% |
| Perfect Corp | -- |
| Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.825 |
| Beta (5Y) | 0.9133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.90% |
| Historical Sharpe Ratio (5Y) | 0.187 |
| Historical Sortino (5Y) | 0.278 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |