United Microelectronics Corp (UMC)
7.79
+0.03
(+0.39%)
USD |
NYSE |
Apr 26, 16:00
7.78
-0.01
(-0.13%)
After-Hours: 20:00
United Microelectronics Max Drawdown (5Y): 54.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.58% |
February 29, 2024 | 54.58% |
January 31, 2024 | 54.58% |
December 31, 2023 | 54.58% |
November 30, 2023 | 54.58% |
October 31, 2023 | 54.58% |
September 30, 2023 | 54.58% |
August 31, 2023 | 54.58% |
July 31, 2023 | 54.58% |
June 30, 2023 | 54.58% |
May 31, 2023 | 54.58% |
April 30, 2023 | 54.58% |
March 31, 2023 | 54.58% |
February 28, 2023 | 54.58% |
January 31, 2023 | 54.58% |
December 31, 2022 | 54.58% |
November 30, 2022 | 54.58% |
October 31, 2022 | 54.58% |
September 30, 2022 | 52.80% |
August 31, 2022 | 46.10% |
July 31, 2022 | 46.10% |
June 30, 2022 | 44.59% |
May 31, 2022 | 44.59% |
April 30, 2022 | 44.59% |
March 31, 2022 | 44.59% |
Date | Value |
---|---|
February 28, 2022 | 44.59% |
January 31, 2022 | 44.59% |
December 31, 2021 | 44.59% |
November 30, 2021 | 44.59% |
October 31, 2021 | 44.59% |
September 30, 2021 | 44.59% |
August 31, 2021 | 44.59% |
July 31, 2021 | 44.59% |
June 30, 2021 | 44.59% |
May 31, 2021 | 44.59% |
April 30, 2021 | 44.59% |
March 31, 2021 | 44.59% |
February 28, 2021 | 44.59% |
January 31, 2021 | 44.59% |
December 31, 2020 | 44.59% |
November 30, 2020 | 44.59% |
October 31, 2020 | 44.59% |
September 30, 2020 | 44.59% |
August 31, 2020 | 44.59% |
July 31, 2020 | 44.59% |
June 30, 2020 | 44.59% |
May 31, 2020 | 44.59% |
April 30, 2020 | 44.59% |
March 31, 2020 | 44.59% |
February 29, 2020 | 44.59% |
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
44.59%
Minimum
Apr 2019
54.58%
Maximum
Oct 2022
47.78%
Average
44.59%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Taiwan Semiconductor Manufacturing Co Ltd | 56.48% |
Intel Corp | 61.62% |
Micron Technology Inc | 49.63% |
NVIDIA Corp | 66.34% |
Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.08 |
Beta (5Y) | 1.200 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.67% |
Historical Sharpe Ratio (5Y) | 0.8302 |
Historical Sortino (5Y) | 2.065 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.89% |