ON Semiconductor Corp (ON)
68.47
+1.16
(+1.72%)
USD |
NASDAQ |
Nov 21, 16:00
68.47
0.00 (0.00%)
After-Hours: 20:00
ON Semiconductor Max Drawdown (5Y): 68.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.47% |
| September 30, 2024 | 68.47% |
| August 31, 2024 | 68.47% |
| July 31, 2024 | 68.47% |
| June 30, 2024 | 68.47% |
| May 31, 2024 | 68.47% |
| April 30, 2024 | 68.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.47%
Maximum
Mar 2020
67.03%
Average
68.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Texas Instruments Inc | 29.85% |
| NVIDIA Corp | 66.34% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.442 |
| Beta (5Y) | 1.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.86% |
| Historical Sharpe Ratio (5Y) | 0.5387 |
| Historical Sortino (5Y) | 0.8574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.71% |