Silicon Motion Technology Corp (SIMO)
56.30
+1.38
(+2.50%)
USD |
NASDAQ |
Nov 25, 11:19
Silicon Motion Technology Max Drawdown (5Y): 47.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.99% |
| September 30, 2024 | 47.99% |
| August 31, 2024 | 47.99% |
| July 31, 2024 | 47.99% |
| June 30, 2024 | 47.99% |
| May 31, 2024 | 47.99% |
| April 30, 2024 | 47.99% |
| March 31, 2024 | 47.99% |
| February 29, 2024 | 47.99% |
| January 31, 2024 | 47.99% |
| December 31, 2023 | 47.99% |
| November 30, 2023 | 47.99% |
| October 31, 2023 | 47.99% |
| September 30, 2023 | 47.99% |
| August 31, 2023 | 47.99% |
| July 31, 2023 | 47.99% |
| June 30, 2023 | 47.99% |
| May 31, 2023 | 47.99% |
| April 30, 2023 | 47.99% |
| March 31, 2023 | 47.99% |
| February 28, 2023 | 47.99% |
| January 31, 2023 | 47.99% |
| December 31, 2022 | 47.99% |
| November 30, 2022 | 47.99% |
| October 31, 2022 | 47.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.99% |
| August 31, 2022 | 47.99% |
| July 31, 2022 | 47.99% |
| June 30, 2022 | 47.99% |
| May 31, 2022 | 47.99% |
| April 30, 2022 | 47.99% |
| March 31, 2022 | 47.99% |
| February 28, 2022 | 47.99% |
| January 31, 2022 | 47.99% |
| December 31, 2021 | 47.99% |
| November 30, 2021 | 47.99% |
| October 31, 2021 | 47.99% |
| September 30, 2021 | 47.99% |
| August 31, 2021 | 47.99% |
| July 31, 2021 | 47.99% |
| June 30, 2021 | 47.99% |
| May 31, 2021 | 47.99% |
| April 30, 2021 | 47.99% |
| March 31, 2021 | 47.99% |
| February 28, 2021 | 47.99% |
| January 31, 2021 | 47.99% |
| December 31, 2020 | 47.99% |
| November 30, 2020 | 47.99% |
| October 31, 2020 | 47.99% |
| September 30, 2020 | 47.99% |
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
46.23%
Minimum
Nov 2019
47.99%
Maximum
Mar 2020
47.87%
Average
47.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| CLPS Inc | -- |
| MMTEC Inc | -- |
| Infobird Co Ltd | -- |
| Global Engine Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.879 |
| Beta (5Y) | 0.8385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.54% |
| Historical Sharpe Ratio (5Y) | 0.1162 |
| Historical Sortino (5Y) | 0.2187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |