Taiwan Semiconductor Manufacturing Co Ltd (TSM)
191.24
+2.88
(+1.53%)
USD |
NYSE |
Nov 21, 16:00
190.50
-0.74
(-0.39%)
After-Hours: 20:00
Taiwan Semiconductor Manufacturing Max Drawdown (5Y): 56.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.48% |
| September 30, 2024 | 56.48% |
| August 31, 2024 | 56.48% |
| July 31, 2024 | 56.48% |
| June 30, 2024 | 56.48% |
| May 31, 2024 | 56.48% |
| April 30, 2024 | 56.48% |
| March 31, 2024 | 56.48% |
| February 29, 2024 | 56.48% |
| January 31, 2024 | 56.48% |
| December 31, 2023 | 56.48% |
| November 30, 2023 | 56.48% |
| October 31, 2023 | 56.48% |
| September 30, 2023 | 56.48% |
| August 31, 2023 | 56.48% |
| July 31, 2023 | 56.48% |
| June 30, 2023 | 56.48% |
| May 31, 2023 | 56.48% |
| April 30, 2023 | 56.48% |
| March 31, 2023 | 56.48% |
| February 28, 2023 | 56.48% |
| January 31, 2023 | 56.48% |
| December 31, 2022 | 56.48% |
| November 30, 2022 | 56.48% |
| October 31, 2022 | 56.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.50% |
| August 31, 2022 | 45.75% |
| July 31, 2022 | 45.75% |
| June 30, 2022 | 41.30% |
| May 31, 2022 | 37.66% |
| April 30, 2022 | 35.54% |
| March 31, 2022 | 29.41% |
| February 28, 2022 | 26.55% |
| January 31, 2022 | 26.55% |
| December 31, 2021 | 26.55% |
| November 30, 2021 | 26.55% |
| October 31, 2021 | 26.55% |
| September 30, 2021 | 26.55% |
| August 31, 2021 | 26.55% |
| July 31, 2021 | 26.55% |
| June 30, 2021 | 26.55% |
| May 31, 2021 | 26.55% |
| April 30, 2021 | 26.55% |
| March 31, 2021 | 26.55% |
| February 28, 2021 | 26.55% |
| January 31, 2021 | 26.55% |
| December 31, 2020 | 26.55% |
| November 30, 2020 | 26.55% |
| October 31, 2020 | 26.55% |
| September 30, 2020 | 26.55% |
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
26.17%
Minimum
Nov 2019
56.48%
Maximum
Nov 2022
40.65%
Average
36.60%
Median
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Advanced Micro Devices Inc | 65.45% |
| ASML Holding NV | 56.87% |
| Microsoft Corp | 37.14% |
| Super Micro Computer Inc | 75.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.70 |
| Beta (5Y) | 1.116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.59% |
| Historical Sharpe Ratio (5Y) | 0.8011 |
| Historical Sortino (5Y) | 1.731 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.26% |