NXP Semiconductors NV (NXPI)

210.24 +2.97 (+1.43%) USD  |  NASDAQ  |  Dec 20, 16:00
210.98 +0.74 (+0.35%) After-Hours: 20:00
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NXP Semiconductors Max Drawdown (5Y): 53.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Advanced Micro Devices Inc 65.45%
NVIDIA Corp 66.34%
Qualcomm Inc 44.29%
Intel Corp 69.56%
Texas Instruments Inc 29.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.405
Beta (5Y) 1.462
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.80%
Historical Sharpe Ratio (5Y) 0.3947
Historical Sortino (5Y) 0.5783
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.71%