Taiwan Semiconductor Manufacturing Co Ltd (TSM)

197.21 +2.57 (+1.32%) USD  |  NYSE  |  Dec 20, 16:00
197.91 +0.70 (+0.35%) Pre-Market: 20:00
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Taiwan Semiconductor Manufacturing Max Drawdown (5Y): 56.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Apple Inc 31.43%
Applied Materials Inc 55.14%
Advanced Micro Devices Inc 65.45%
ASML Holding NV 56.87%
Microsoft Corp 37.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 13.96
Beta (5Y) 1.089
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.69%
Historical Sharpe Ratio (5Y) 0.7563
Historical Sortino (5Y) 1.649
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.26%