STMicroelectronics NV (STM)
26.17
-0.50
(-1.87%)
USD |
NYSE |
Nov 04, 13:28
STMicroelectronics Max Drawdown (5Y): 49.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.97% |
| September 30, 2024 | 49.90% |
| August 31, 2024 | 49.90% |
| July 31, 2024 | 49.90% |
| 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 | 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
52.81%
Average
53.53%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Methode Electronics Inc | 81.76% |
| Endava PLC | 86.13% |
| ASML Holding NV | 56.87% |
| Logitech International SA | 67.80% |
| Sportradar Group AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.34 |
| Beta (5Y) | 1.575 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.90% |
| Historical Sharpe Ratio (5Y) | 0.0486 |
| Historical Sortino (5Y) | 0.0762 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |