STMicroelectronics NV (STMEF)
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Oct 06, 16:00
STMicroelectronics Max Drawdown (5Y) : 68.11% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 68.11% |
| August 31, 2026 | 68.11% |
| July 31, 2026 | 68.11% |
| June 30, 2026 | 68.11% |
| May 31, 2026 | 68.11% |
| April 30, 2026 | 68.11% |
| March 31, 2026 | 68.11% |
| February 28, 2026 | 68.11% |
| January 31, 2026 | 68.11% |
| December 31, 2025 | 68.11% |
| November 30, 2025 | 68.11% |
| October 31, 2025 | 68.11% |
| September 30, 2025 | 68.11% |
| August 31, 2025 | 68.11% |
| July 31, 2025 | 68.11% |
| June 30, 2025 | 68.11% |
| May 31, 2025 | 68.11% |
| April 30, 2025 | 68.11% |
| March 31, 2025 | 62.10% |
| February 28, 2025 | 62.10% |
| January 31, 2025 | 60.43% |
| December 31, 2024 | 58.01% |
| November 30, 2024 | 58.01% |
| October 31, 2024 | 52.37% |
| September 30, 2024 | 51.67% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.88% |
| July 31, 2024 | 48.53% |
| June 30, 2024 | 48.53% |
| May 31, 2024 | 48.53% |
| April 30, 2024 | 48.53% |
| March 31, 2024 | 48.53% |
| February 29, 2024 | 48.53% |
| January 31, 2024 | 48.53% |
| December 31, 2023 | 48.53% |
| November 30, 2023 | 48.53% |
| October 31, 2023 | 48.53% |
| September 30, 2023 | 48.53% |
| August 31, 2023 | 48.53% |
| July 31, 2023 | 48.53% |
| June 30, 2023 | 48.53% |
| May 31, 2023 | 48.53% |
| April 30, 2023 | 48.53% |
| March 31, 2023 | 48.53% |
| February 28, 2023 | 48.53% |
| January 31, 2023 | 48.53% |
| December 31, 2022 | 48.53% |
| November 30, 2022 | 48.53% |
| October 31, 2022 | 48.53% |
| September 30, 2022 | 48.53% |
| August 31, 2022 | 48.53% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SEALSQ Corp. | -- |
| Meyer Burger Technology AG | 100.0% |
| Analog Devices, Inc. | 32.20% |
| Advanced Micro Devices, Inc. | 65.45% |
| Amkor Technology, Inc. | 65.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.87 |
| Beta (5Y) | 2.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.44% |
| Historical Sharpe Ratio (5Y) | 0.0156 |
| Historical Sortino (5Y) | 0.034 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.78% |