STMicroelectronics NV (STM)
49.47
+0.12
(+0.24%)
USD |
NYSE |
Aug 25, 16:00
49.47
0.00 (0.00%)
After-Hours: 19:35
STMicroelectronics Max Drawdown (5Y) : 66.67% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 66.67% |
| June 30, 2026 | 66.67% |
| May 31, 2026 | 66.67% |
| April 30, 2026 | 66.67% |
| March 31, 2026 | 66.67% |
| February 28, 2026 | 66.67% |
| January 31, 2026 | 66.67% |
| December 31, 2025 | 66.67% |
| November 30, 2025 | 66.67% |
| October 31, 2025 | 66.67% |
| September 30, 2025 | 66.67% |
| August 31, 2025 | 66.67% |
| July 31, 2025 | 66.67% |
| June 30, 2025 | 66.67% |
| May 31, 2025 | 66.67% |
| April 30, 2025 | 66.67% |
| March 31, 2025 | 59.58% |
| February 28, 2025 | 59.58% |
| January 31, 2025 | 58.07% |
| December 31, 2024 | 54.43% |
| November 30, 2024 | 54.43% |
| October 31, 2024 | 49.97% |
| September 30, 2024 | 49.90% |
| August 31, 2024 | 49.90% |
| July 31, 2024 | 49.90% |
| Date | Value |
|---|---|
| June 30, 2024 | 49.90% |
| May 31, 2024 | 49.90% |
| April 30, 2024 | 49.90% |
| March 31, 2024 | 49.90% |
| February 29, 2024 | 49.90% |
| January 31, 2024 | 49.90% |
| December 31, 2023 | 53.53% |
| November 30, 2023 | 53.53% |
| October 31, 2023 | 53.53% |
| September 30, 2023 | 53.53% |
| August 31, 2023 | 53.53% |
| July 31, 2023 | 53.53% |
| June 30, 2023 | 53.53% |
| May 31, 2023 | 53.53% |
| April 30, 2023 | 53.53% |
| March 31, 2023 | 53.53% |
| February 28, 2023 | 53.53% |
| January 31, 2023 | 53.53% |
| December 31, 2022 | 53.53% |
| November 30, 2022 | 53.53% |
| October 31, 2022 | 53.53% |
| September 30, 2022 | 53.53% |
| August 31, 2022 | 53.53% |
| July 31, 2022 | 53.53% |
| June 30, 2022 | 53.53% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Analog Devices, Inc. | 32.20% |
| ASML Holding NV | 56.87% |
| ON Semiconductor Corp. | 70.44% |
| Texas Instruments Incorporated | 33.41% |
| SEALSQ Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.82 |
| Beta (5Y) | 1.948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.73% |
| Historical Sharpe Ratio (5Y) | 0.0416 |
| Historical Sortino (5Y) | 0.0887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.83% |