Taiwan Semiconductor Manufacturing Co Ltd (TSM)
165.10
+0.92
(+0.56%)
USD |
NYSE |
Apr 25, 16:00
165.09
-0.01
(-0.01%)
Pre-Market: 20:00
Taiwan Semiconductor Manufacturing Max Drawdown (5Y): 56.48% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Apple Inc | 30.91% |
| Cadence Design Systems Inc | 29.59% |
| Microsoft Corp | 37.14% |
| Super Micro Computer Inc | 84.84% |
| Palantir Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.434 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.38% |
| Historical Sharpe Ratio (5Y) | 0.7499 |
| Historical Sortino (5Y) | 1.640 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |