Ambarella Inc (AMBA)
62.66
+1.36
(+2.22%)
USD |
NASDAQ |
Nov 22, 11:31
Ambarella Max Drawdown (5Y): 81.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.65% |
| September 30, 2024 | 81.65% |
| August 31, 2024 | 81.65% |
| July 31, 2024 | 81.10% |
| June 30, 2024 | 81.10% |
| May 31, 2024 | 81.10% |
| April 30, 2024 | 81.10% |
| March 31, 2024 | 79.29% |
| February 29, 2024 | 79.29% |
| January 31, 2024 | 79.29% |
| December 31, 2023 | 79.29% |
| November 30, 2023 | 79.29% |
| October 31, 2023 | 79.29% |
| September 30, 2023 | 77.21% |
| August 31, 2023 | 77.21% |
| July 31, 2023 | 77.21% |
| June 30, 2023 | 77.21% |
| May 31, 2023 | 77.21% |
| April 30, 2023 | 77.21% |
| March 31, 2023 | 77.21% |
| February 28, 2023 | 77.21% |
| January 31, 2023 | 77.21% |
| December 31, 2022 | 77.21% |
| November 30, 2022 | 77.21% |
| October 31, 2022 | 77.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.87% |
| August 31, 2022 | 74.87% |
| July 31, 2022 | 74.87% |
| June 30, 2022 | 74.87% |
| May 31, 2022 | 74.87% |
| April 30, 2022 | 74.87% |
| March 31, 2022 | 74.87% |
| February 28, 2022 | 74.87% |
| January 31, 2022 | 74.87% |
| December 31, 2021 | 74.87% |
| November 30, 2021 | 74.87% |
| October 31, 2021 | 74.87% |
| September 30, 2021 | 74.87% |
| August 31, 2021 | 74.87% |
| July 31, 2021 | 74.87% |
| June 30, 2021 | 74.87% |
| May 31, 2021 | 74.87% |
| April 30, 2021 | 74.87% |
| March 31, 2021 | 74.87% |
| February 28, 2021 | 74.87% |
| January 31, 2021 | 74.87% |
| December 31, 2020 | 74.87% |
| November 30, 2020 | 74.87% |
| October 31, 2020 | 74.87% |
| September 30, 2020 | 74.87% |
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
74.87%
Minimum
Nov 2019
81.65%
Maximum
Aug 2024
76.54%
Average
74.87%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Semtech Corp | 85.40% |
| Ncino Inc | -- |
| Box Inc | 68.56% |
| Marvell Technology Inc | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.04 |
| Beta (5Y) | 1.627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.89% |
| Historical Sharpe Ratio (5Y) | -0.0166 |
| Historical Sortino (5Y) | -0.0311 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.26% |