NXP Semiconductors NV (NXPI)
217.66
-5.95
(-2.66%)
USD |
NASDAQ |
Dec 10, 12:56
NXP Semiconductors Max Drawdown (5Y): 53.27% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 53.27% |
October 31, 2024 | 53.27% |
September 30, 2024 | 53.27% |
August 31, 2024 | 53.27% |
July 31, 2024 | 53.27% |
June 30, 2024 | 53.27% |
May 31, 2024 | 53.27% |
April 30, 2024 | 53.27% |
March 31, 2024 | 53.27% |
February 29, 2024 | 53.27% |
January 31, 2024 | 53.27% |
December 31, 2023 | 53.27% |
November 30, 2023 | 53.27% |
October 31, 2023 | 53.27% |
September 30, 2023 | 53.27% |
August 31, 2023 | 53.27% |
July 31, 2023 | 53.27% |
June 30, 2023 | 53.27% |
May 31, 2023 | 53.27% |
April 30, 2023 | 53.27% |
March 31, 2023 | 53.27% |
February 28, 2023 | 53.27% |
January 31, 2023 | 53.27% |
December 31, 2022 | 53.27% |
November 30, 2022 | 53.27% |
Date | Value |
---|---|
October 31, 2022 | 53.27% |
September 30, 2022 | 53.27% |
August 31, 2022 | 53.27% |
July 31, 2022 | 53.27% |
June 30, 2022 | 53.27% |
May 31, 2022 | 53.27% |
April 30, 2022 | 53.27% |
March 31, 2022 | 53.27% |
February 28, 2022 | 53.27% |
January 31, 2022 | 53.27% |
December 31, 2021 | 53.27% |
November 30, 2021 | 53.27% |
October 31, 2021 | 53.27% |
September 30, 2021 | 53.27% |
August 31, 2021 | 53.27% |
July 31, 2021 | 53.27% |
June 30, 2021 | 53.27% |
May 31, 2021 | 53.27% |
April 30, 2021 | 53.27% |
March 31, 2021 | 53.27% |
February 28, 2021 | 53.27% |
January 31, 2021 | 53.27% |
December 31, 2020 | 53.27% |
November 30, 2020 | 53.27% |
October 31, 2020 | 53.27% |
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
45.82%
Minimum
Dec 2019
53.27%
Maximum
Mar 2020
52.90%
Average
53.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NVIDIA Corp | 66.34% |
Qualcomm Inc | 44.29% |
ASML Holding NV | 56.87% |
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 69.56% |
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% |