STMicroelectronics NV (STM)
39.56
-1.62
(-3.93%)
USD |
NYSE |
Apr 30, 16:00
39.32
-0.24
(-0.61%)
After-Hours: 17:38
STMicroelectronics Max Drawdown (5Y): 49.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.90% |
February 29, 2024 | 49.90% |
January 31, 2024 | 49.90% |
December 31, 2023 | 49.90% |
November 30, 2023 | 49.90% |
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% |
May 31, 2022 | 53.53% |
April 30, 2022 | 53.53% |
March 31, 2022 | 53.53% |
Date | Value |
---|---|
February 28, 2022 | 53.53% |
January 31, 2022 | 53.53% |
December 31, 2021 | 53.53% |
November 30, 2021 | 53.53% |
October 31, 2021 | 53.53% |
September 30, 2021 | 53.53% |
August 31, 2021 | 53.53% |
July 31, 2021 | 53.53% |
June 30, 2021 | 53.53% |
May 31, 2021 | 53.53% |
April 30, 2021 | 53.53% |
March 31, 2021 | 53.53% |
February 28, 2021 | 53.53% |
January 31, 2021 | 53.53% |
December 31, 2020 | 53.53% |
November 30, 2020 | 53.53% |
October 31, 2020 | 53.53% |
September 30, 2020 | 53.53% |
August 31, 2020 | 53.53% |
July 31, 2020 | 53.53% |
June 30, 2020 | 53.53% |
May 31, 2020 | 53.53% |
April 30, 2020 | 53.53% |
March 31, 2020 | 53.53% |
February 29, 2020 | 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
49.90%
Minimum
Nov 2023
53.53%
Maximum
Apr 2019
53.23%
Average
53.53%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.691 |
Beta (5Y) | 1.686 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.04% |
Historical Sharpe Ratio (5Y) | 0.567 |
Historical Sortino (5Y) | 0.9113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |