STMicroelectronics NV (STMEF)
40.84
+0.52
(+1.28%)
USD |
OTCM |
May 06, 15:55
STMicroelectronics Max Drawdown (5Y): 48.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.49% |
| March 31, 2024 | 48.49% |
| February 29, 2024 | 48.49% |
| January 31, 2024 | 48.49% |
| December 31, 2023 | 48.49% |
| November 30, 2023 | 48.49% |
| October 31, 2023 | 48.49% |
| September 30, 2023 | 48.49% |
| August 31, 2023 | 48.49% |
| July 31, 2023 | 48.49% |
| June 30, 2023 | 48.49% |
| May 31, 2023 | 48.49% |
| April 30, 2023 | 48.49% |
| March 31, 2023 | 48.49% |
| February 28, 2023 | 48.49% |
| January 31, 2023 | 48.49% |
| December 31, 2022 | 48.49% |
| November 30, 2022 | 48.49% |
| October 31, 2022 | 48.49% |
| September 30, 2022 | 48.49% |
| August 31, 2022 | 48.49% |
| July 31, 2022 | 48.49% |
| June 30, 2022 | 48.49% |
| May 31, 2022 | 48.49% |
| April 30, 2022 | 48.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.49% |
| February 28, 2022 | 48.49% |
| January 31, 2022 | 48.49% |
| December 31, 2021 | 48.49% |
| November 30, 2021 | 48.49% |
| October 31, 2021 | 48.49% |
| September 30, 2021 | 48.49% |
| August 31, 2021 | 48.49% |
| July 31, 2021 | 48.49% |
| June 30, 2021 | 48.49% |
| May 31, 2021 | 48.49% |
| April 30, 2021 | 48.49% |
| March 31, 2021 | 48.49% |
| February 28, 2021 | 48.49% |
| January 31, 2021 | 48.49% |
| December 31, 2020 | 48.49% |
| November 30, 2020 | 53.42% |
| October 31, 2020 | 53.42% |
| September 30, 2020 | 53.42% |
| August 31, 2020 | 53.42% |
| July 31, 2020 | 53.42% |
| June 30, 2020 | 53.42% |
| May 31, 2020 | 53.42% |
| April 30, 2020 | 53.42% |
| March 31, 2020 | 53.42% |
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
48.49%
Minimum
Dec 2020
53.42%
Maximum
May 2019
50.05%
Average
48.49%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Logitech International SA | 67.80% |
| WISeKey International Holding Ltd | 98.00% |
| Sportradar Group AG | -- |
| SEALSQ Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.060 |
| Beta (5Y) | 1.575 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.32% |
| Historical Sharpe Ratio (5Y) | 0.4616 |
| Historical Sortino (5Y) | 0.751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.20% |