ON Semiconductor Corp (ON)
62.93
-1.54
(-2.39%)
USD |
NASDAQ |
Apr 18, 16:00
61.10
-1.83
(-2.91%)
After-Hours: 06:33
ON Semiconductor Max Drawdown (5Y): 68.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.47% |
| February 29, 2024 | 68.47% |
| January 31, 2024 | 68.47% |
| December 31, 2023 | 68.47% |
| November 30, 2023 | 68.47% |
| October 31, 2023 | 68.47% |
| September 30, 2023 | 68.47% |
| August 31, 2023 | 68.47% |
| July 31, 2023 | 68.47% |
| June 30, 2023 | 68.47% |
| May 31, 2023 | 68.47% |
| April 30, 2023 | 68.47% |
| March 31, 2023 | 68.47% |
| February 28, 2023 | 68.47% |
| January 31, 2023 | 68.47% |
| December 31, 2022 | 68.47% |
| November 30, 2022 | 68.47% |
| October 31, 2022 | 68.47% |
| September 30, 2022 | 68.47% |
| August 31, 2022 | 68.47% |
| July 31, 2022 | 68.47% |
| June 30, 2022 | 68.47% |
| May 31, 2022 | 68.47% |
| April 30, 2022 | 68.47% |
| March 31, 2022 | 68.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.47% |
| January 31, 2022 | 68.47% |
| December 31, 2021 | 68.47% |
| November 30, 2021 | 68.47% |
| October 31, 2021 | 68.47% |
| September 30, 2021 | 68.47% |
| August 31, 2021 | 68.47% |
| July 31, 2021 | 68.47% |
| June 30, 2021 | 68.47% |
| May 31, 2021 | 68.47% |
| April 30, 2021 | 68.47% |
| March 31, 2021 | 68.47% |
| February 28, 2021 | 68.47% |
| January 31, 2021 | 68.47% |
| December 31, 2020 | 68.47% |
| November 30, 2020 | 68.47% |
| October 31, 2020 | 68.47% |
| September 30, 2020 | 68.47% |
| August 31, 2020 | 68.47% |
| July 31, 2020 | 68.47% |
| June 30, 2020 | 68.47% |
| May 31, 2020 | 68.47% |
| April 30, 2020 | 68.47% |
| March 31, 2020 | 68.47% |
| February 29, 2020 | 46.83% |
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
46.83%
Minimum
Apr 2019
68.47%
Maximum
Mar 2020
64.50%
Average
68.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Microchip Technology Inc | 49.68% |
| NVIDIA Corp | 66.34% |
| Analog Devices Inc | 33.60% |
| Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.586 |
| Beta (5Y) | 1.796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.43% |
| Historical Sharpe Ratio (5Y) | 0.5581 |
| Historical Sortino (5Y) | 0.8748 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.39% |