United Microelectronics Corp (UMC)

6.80 +0.07 (+1.04%) USD  |  NYSE  |  Dec 24, 13:00
6.80 0.00 (0.00%) After-Hours: 13:42
More

United Microelectronics Max Drawdown (5Y): 54.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for UMC.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Taiwan Semiconductor Manufacturing Co Ltd 56.48%
Himax Technologies Inc 85.54%
SemiLEDs Corp 96.05%
ChipMOS TECHNOLOGIES Inc 55.40%
Semilux International Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.31
Beta (5Y) 1.157
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.39%
Historical Sharpe Ratio (5Y) 0.5647
Historical Sortino (5Y) 1.437
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.22%