NXP Semiconductors NV (NXPI)
226.08
+7.44
(+3.40%)
USD |
NASDAQ |
Apr 23, 12:07
NXP Semiconductors Max Drawdown (5Y): 53.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
September 30, 2020 | 53.27% |
August 31, 2020 | 53.27% |
July 31, 2020 | 53.27% |
June 30, 2020 | 53.27% |
May 31, 2020 | 53.27% |
April 30, 2020 | 53.27% |
March 31, 2020 | 53.27% |
February 29, 2020 | 45.82% |
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
Apr 2019
53.27%
Maximum
Mar 2020
51.90%
Average
53.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ASML Holding NV | 56.87% |
Analog Devices Inc | 33.60% |
NVIDIA Corp | 66.34% |
Qualcomm Inc | 44.29% |
Texas Instruments Inc | 29.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.021 |
Beta (5Y) | 1.593 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.99% |
Historical Sharpe Ratio (5Y) | 0.6522 |
Historical Sortino (5Y) | 0.8861 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |