MagnaChip Semiconductor Corp (MX)
3.91
+0.05
(+1.30%)
USD |
NYSE |
Nov 13, 16:00
3.90
-0.01
(-0.26%)
After-Hours: 20:00
MagnaChip Semiconductor Max Drawdown (5Y): 83.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.83% |
| September 30, 2024 | 83.83% |
| August 31, 2024 | 82.49% |
| July 31, 2024 | 82.31% |
| June 30, 2024 | 82.27% |
| May 31, 2024 | 82.27% |
| April 30, 2024 | 82.27% |
| March 31, 2024 | 80.12% |
| February 29, 2024 | 78.86% |
| January 31, 2024 | 75.78% |
| December 31, 2023 | 75.56% |
| November 30, 2023 | 75.56% |
| October 31, 2023 | 73.29% |
| September 30, 2023 | 71.40% |
| August 31, 2023 | 70.40% |
| July 31, 2023 | 69.03% |
| June 30, 2023 | 69.03% |
| May 31, 2023 | 69.03% |
| April 30, 2023 | 67.99% |
| March 31, 2023 | 67.99% |
| February 28, 2023 | 67.99% |
| January 31, 2023 | 67.99% |
| December 31, 2022 | 67.99% |
| November 30, 2022 | 66.58% |
| October 31, 2022 | 64.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.02% |
| August 31, 2022 | 61.82% |
| July 31, 2022 | 61.82% |
| June 30, 2022 | 61.82% |
| May 31, 2022 | 61.82% |
| April 30, 2022 | 61.82% |
| March 31, 2022 | 62.66% |
| February 28, 2022 | 65.00% |
| January 31, 2022 | 65.63% |
| December 31, 2021 | 69.03% |
| November 30, 2021 | 69.24% |
| October 31, 2021 | 74.12% |
| September 30, 2021 | 74.54% |
| August 31, 2021 | 77.73% |
| July 31, 2021 | 77.73% |
| June 30, 2021 | 77.73% |
| May 31, 2021 | 77.73% |
| April 30, 2021 | 77.73% |
| March 31, 2021 | 78.15% |
| February 28, 2021 | 79.85% |
| January 31, 2021 | 79.85% |
| December 31, 2020 | 79.85% |
| November 30, 2020 | 86.08% |
| October 31, 2020 | 86.08% |
| September 30, 2020 | 86.08% |
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
61.82%
Minimum
Apr 2022
86.08%
Maximum
Nov 2019
75.59%
Average
77.73%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| ON Semiconductor Corp | 68.47% |
| MACOM Technology Solutions Holdings Inc | 75.40% |
| Amkor Technology Inc | 61.26% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.68 |
| Beta (5Y) | 0.6322 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.27% |
| Historical Sharpe Ratio (5Y) | -0.4651 |
| Historical Sortino (5Y) | -0.8318 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.34% |