Magnachip Semiconductor Corp. (MX)
2.36
-0.05
(-2.07%)
USD |
NYSE |
Oct 26, 16:00
2.40
+0.04
(+1.69%)
After-Hours: 20:00
Magnachip Semiconductor Max Drawdown (5Y) : 91.58% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 91.58% |
| August 31, 2026 | 91.58% |
| July 31, 2026 | 91.58% |
| June 30, 2026 | 91.58% |
| May 31, 2026 | 91.58% |
| April 30, 2026 | 91.58% |
| March 31, 2026 | 91.58% |
| February 28, 2026 | 91.58% |
| January 31, 2026 | 91.58% |
| December 31, 2025 | 91.58% |
| November 30, 2025 | 91.58% |
| October 31, 2025 | 90.17% |
| September 30, 2025 | 90.17% |
| August 31, 2025 | 90.17% |
| July 31, 2025 | 90.17% |
| June 30, 2025 | 90.17% |
| May 31, 2025 | 90.17% |
| April 30, 2025 | 90.17% |
| March 31, 2025 | 87.28% |
| February 28, 2025 | 86.50% |
| January 31, 2025 | 86.50% |
| December 31, 2024 | 86.50% |
| November 30, 2024 | 86.50% |
| October 31, 2024 | 83.83% |
| September 30, 2024 | 83.83% |
| Date | Value |
|---|---|
| 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 | 69.28% |
| June 30, 2023 | 69.28% |
| May 31, 2023 | 69.28% |
| April 30, 2023 | 69.28% |
| March 31, 2023 | 69.28% |
| February 28, 2023 | 69.28% |
| January 31, 2023 | 69.28% |
| December 31, 2022 | 69.28% |
| November 30, 2022 | 69.28% |
| October 31, 2022 | 69.28% |
| September 30, 2022 | 69.28% |
| August 31, 2022 | 69.28% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SK hynix, Inc. | 0.00% |
| Navitas Semiconductor Corp. | -- |
| Amkor Technology, Inc. | 65.85% |
| Analog Devices, Inc. | 32.20% |
| Advanced Micro Devices, Inc. | 65.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.02 |
| Beta (5Y) | 1.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.54% |
| Historical Sharpe Ratio (5Y) | -0.4953 |
| Historical Sortino (5Y) | -0.9589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.63% |