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Foxsemicon Integrated Technology Inc (3413.TW)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

ISIN
TW0003413001

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of NT$10,000 in Foxsemicon Integrated Technology Inc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

3413.TW is traded in TWD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to TWD using the latest available exchange rates.

Returns By Period

Foxsemicon Integrated Technology Inc (3413.TW) has returned 4.14% so far this year and 7.04% over the past 12 months. Looking at the last ten years, 3413.TW has achieved an annualized return of 16.50%, outperforming the S&P 500 Index benchmark, which averaged 12.06% per year.


Foxsemicon Integrated Technology Inc

1D
-4.78%
1M
-8.54%
YTD
4.14%
6M
-4.15%
1Y
7.04%
3Y*
16.14%
5Y*
7.39%
10Y*
16.50%

Benchmark (S&P 500 Index)

1D
2.41%
1M
-3.55%
YTD
-2.95%
6M
2.23%
1Y
11.82%
3Y*
18.50%
5Y*
12.76%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 27, 2004, 3413.TW's average daily return is +0.13%, while the average monthly return is +1.94%. At this rate, your investment would double in approximately 3.0 years.

Historically, 45% of months were positive and 55% were negative. The best month was Feb 2014 with a return of +81.1%, while the worst month was Oct 2008 at -49.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 3413.TW closed higher 36% of trading days. The best single day was Jun 8, 2009 with a return of +125.7%, while the worst single day was Jun 6, 2009 at -55.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.34%11.27%-8.54%4.14%
20251.64%4.85%-16.67%1.48%9.85%-1.16%2.69%-5.07%3.97%23.05%-19.14%-7.50%-8.72%
20242.61%11.11%23.33%2.03%-2.48%4.75%-1.30%15.27%1.57%-3.37%-10.45%-1.46%44.42%
20237.84%7.79%-4.58%-5.56%4.81%3.06%-1.97%-1.08%1.64%-1.62%8.22%6.58%26.57%
2022-12.94%-2.93%8.58%-7.91%3.25%-15.98%10.08%4.33%-10.00%-9.49%14.67%-6.79%-26.69%
20212.86%11.57%-3.32%2.79%-2.30%1.92%-2.31%-3.97%-5.08%-0.49%9.54%13.84%25.50%

Benchmark Metrics

Foxsemicon Integrated Technology Inc has an annualized alpha of 34.47%, beta of 0.07, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 29, 2004.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.20%) than losses (75.78%) — typical of diversified or defensive assets.
  • Beta of 0.07 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
34.47%
Beta
0.07
0.00
Upside Capture
95.20%
Downside Capture
75.78%

Return for Risk

Risk / Return Rank

3413.TW ranks 41 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


3413.TW Risk / Return Rank: 4141
Overall Rank
3413.TW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
3413.TW Sortino Ratio Rank: 4343
Sortino Ratio Rank
3413.TW Omega Ratio Rank: 4242
Omega Ratio Rank
3413.TW Calmar Ratio Rank: 3737
Calmar Ratio Rank
3413.TW Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Foxsemicon Integrated Technology Inc (3413.TW) and compare them to a chosen benchmark (S&P 500 Index).


3413.TWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.60

-0.43

Sortino ratio

Return per unit of downside risk

0.56

0.92

-0.36

Omega ratio

Gain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.13

0.86

-0.99

Martin ratio

Return relative to average drawdown

-0.29

3.39

-3.68

Explore 3413.TW risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Foxsemicon Integrated Technology Inc provided a 0.00% dividend yield over the last twelve months, with an annual payout of NT$0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%NT$0.00NT$2.00NT$4.00NT$6.00NT$8.00NT$10.00NT$12.00NT$14.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendNT$0.00NT$0.00NT$0.00NT$13.79NT$8.69NT$6.98NT$4.00NT$7.00NT$6.30NT$4.00NT$3.69NT$0.89

Dividend yield

0.00%0.00%0.00%6.55%4.87%2.74%1.90%3.93%4.86%2.01%4.74%1.28%

Monthly Dividends

The table displays the monthly dividend distributions for Foxsemicon Integrated Technology Inc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026NT$0.00NT$0.00NT$0.00NT$0.00
2025NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00
2024NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00
2023NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$13.79NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$13.79
2022NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$8.69NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$8.69
2021NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$0.00NT$6.98NT$0.00NT$0.00NT$0.00NT$0.00NT$6.98

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Foxsemicon Integrated Technology Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Foxsemicon Integrated Technology Inc was 96.99%, occurring on Oct 16, 2013. Recovery took 2621 trading sessions.

The current Foxsemicon Integrated Technology Inc drawdown is 27.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.99%Jul 20, 20071556Oct 16, 20132621Jul 5, 20244177
-68.76%Jan 11, 2005168Nov 11, 2005299Feb 26, 2007467
-46.79%Jul 8, 2024180Apr 9, 2025
-11.8%Apr 26, 20075May 3, 200718May 29, 200723
-11.46%Mar 13, 20072Mar 14, 20078Mar 26, 200710

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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