ChipMOS TECHNOLOGIES Inc (IMOS)
28.67
+0.24
(+0.84%)
USD |
NASDAQ |
Apr 29, 16:00
28.44
-0.23
(-0.80%)
Pre-Market: 09:18
ChipMOS TECHNOLOGIES Max Drawdown (5Y): 55.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 54.05% |
August 31, 2022 | 46.25% |
July 31, 2022 | 46.25% |
June 30, 2022 | 46.25% |
May 31, 2022 | 46.25% |
April 30, 2022 | 46.25% |
March 31, 2022 | 46.25% |
Date | Value |
---|---|
February 28, 2022 | 46.25% |
January 31, 2022 | 46.25% |
December 31, 2021 | 46.25% |
November 30, 2021 | 46.25% |
October 31, 2021 | 46.25% |
September 30, 2021 | 46.25% |
August 31, 2021 | 46.25% |
July 31, 2021 | 46.25% |
June 30, 2021 | 46.25% |
May 31, 2021 | 46.25% |
April 30, 2021 | 46.25% |
March 31, 2021 | 46.25% |
February 28, 2021 | 46.25% |
January 31, 2021 | 46.25% |
December 31, 2020 | 46.25% |
November 30, 2020 | 46.25% |
October 31, 2020 | 46.25% |
September 30, 2020 | 46.25% |
August 31, 2020 | 46.25% |
July 31, 2020 | 46.25% |
June 30, 2020 | 46.25% |
May 31, 2020 | 46.25% |
April 30, 2020 | 46.25% |
March 31, 2020 | 46.25% |
February 29, 2020 | 46.25% |
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
46.25%
Minimum
Apr 2019
55.40%
Maximum
Oct 2022
49.12%
Average
46.25%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
ASE Technology Holding Co Ltd | 55.08% |
Himax Technologies Inc | 86.72% |
SemiLEDs Corp | 96.05% |
Perfect Corp | -- |
Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.311 |
Beta (5Y) | 0.9185 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.31% |
Historical Sharpe Ratio (5Y) | 0.5494 |
Historical Sortino (5Y) | 0.8246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.65% |