Silicon Motion Technology Corp (SIMO)
72.57
+0.10
(+0.14%)
USD |
NASDAQ |
Apr 23, 16:00
72.60
+0.04
(+0.05%)
After-Hours: 20:00
Silicon Motion Technology Max Drawdown (5Y): 47.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 47.99% |
July 31, 2020 | 47.99% |
June 30, 2020 | 47.99% |
May 31, 2020 | 47.99% |
April 30, 2020 | 47.99% |
March 31, 2020 | 47.99% |
February 29, 2020 | 46.23% |
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
Apr 2019
47.99%
Maximum
Mar 2020
47.67%
Average
47.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TROOPS Inc | 95.10% |
AGM Group Holdings Inc | 97.22% |
CLPS Inc | 94.25% |
MMTEC Inc | 99.79% |
Alpha Technology Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.597 |
Beta (5Y) | 0.8487 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.54% |
Historical Sharpe Ratio (5Y) | 0.3371 |
Historical Sortino (5Y) | 0.6216 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.65% |