Silicon Laboratories Inc (SLAB)
124.72
+2.35
(+1.92%)
USD |
NASDAQ |
May 06, 16:00
123.52
-1.20
(-0.96%)
After-Hours: 20:00
Silicon Laboratories Max Drawdown (5Y): 58.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.51% |
March 31, 2024 | 58.51% |
February 29, 2024 | 58.51% |
January 31, 2024 | 58.51% |
December 31, 2023 | 58.51% |
November 30, 2023 | 58.51% |
October 31, 2023 | 56.62% |
September 30, 2023 | 46.38% |
August 31, 2023 | 46.38% |
July 31, 2023 | 46.38% |
June 30, 2023 | 46.38% |
May 31, 2023 | 46.38% |
April 30, 2023 | 46.38% |
March 31, 2023 | 46.38% |
February 28, 2023 | 46.38% |
January 31, 2023 | 46.38% |
December 31, 2022 | 46.38% |
November 30, 2022 | 46.38% |
October 31, 2022 | 46.27% |
September 30, 2022 | 44.17% |
August 31, 2022 | 43.61% |
July 31, 2022 | 43.61% |
June 30, 2022 | 43.61% |
May 31, 2022 | 43.61% |
April 30, 2022 | 43.61% |
Date | Value |
---|---|
March 31, 2022 | 43.61% |
February 28, 2022 | 43.61% |
January 31, 2022 | 43.61% |
December 31, 2021 | 43.61% |
November 30, 2021 | 43.61% |
October 31, 2021 | 43.61% |
September 30, 2021 | 43.61% |
August 31, 2021 | 43.61% |
July 31, 2021 | 43.61% |
June 30, 2021 | 43.61% |
May 31, 2021 | 43.61% |
April 30, 2021 | 43.61% |
March 31, 2021 | 43.61% |
February 28, 2021 | 43.61% |
January 31, 2021 | 43.61% |
December 31, 2020 | 43.61% |
November 30, 2020 | 43.61% |
October 31, 2020 | 43.61% |
September 30, 2020 | 43.61% |
August 31, 2020 | 43.61% |
July 31, 2020 | 43.61% |
June 30, 2020 | 43.61% |
May 31, 2020 | 43.61% |
April 30, 2020 | 43.61% |
March 31, 2020 | 43.61% |
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
36.80%
Minimum
May 2019
58.51%
Maximum
Nov 2023
44.74%
Average
43.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Analog Devices Inc | 33.60% |
Cirrus Logic Inc | 41.54% |
Monolithic Power Systems Inc | 45.96% |
Amkor Technology Inc | 61.26% |
inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.56 |
Beta (5Y) | 1.253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.14% |
Historical Sharpe Ratio (5Y) | 0.0094 |
Historical Sortino (5Y) | 0.0181 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.60% |