Taiwan Semiconductor Manufacturing Co., Ltd. (TSM)
416.81
+8.06
(+1.97%)
USD |
NYSE |
Jun 11, 13:35
Taiwan Semiconductor Manufacturing Max Drawdown (5Y) : 56.48% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 56.48% |
| April 30, 2026 | 56.48% |
| March 31, 2026 | 56.48% |
| February 28, 2026 | 56.48% |
| January 31, 2026 | 56.48% |
| December 31, 2025 | 56.48% |
| November 30, 2025 | 56.48% |
| October 31, 2025 | 56.48% |
| September 30, 2025 | 56.48% |
| August 31, 2025 | 56.48% |
| July 31, 2025 | 56.48% |
| June 30, 2025 | 56.48% |
| May 31, 2025 | 56.48% |
| April 30, 2025 | 56.48% |
| March 31, 2025 | 56.48% |
| February 28, 2025 | 56.48% |
| January 31, 2025 | 56.48% |
| December 31, 2024 | 56.48% |
| November 30, 2024 | 56.48% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
| ASE Technology Holding Co., Ltd. | 45.97% |
| Analog Devices, Inc. | 32.20% |
| Advanced Micro Devices, Inc. | 65.45% |
| Amkor Technology, Inc. | 65.85% |
| ASML Holding NV | 56.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.86 |
| Beta (5Y) | 1.384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.24% |
| Historical Sharpe Ratio (5Y) | 0.7605 |
| Historical Sortino (5Y) | 1.632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.34% |