Ambarella Inc (AMBA)
43.07
+0.77
(+1.82%)
USD |
NASDAQ |
Apr 26, 16:00
43.07
0.00 (0.00%)
After-Hours: 20:00
Ambarella Max Drawdown (5Y): 79.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 74.87% |
July 31, 2020 | 74.87% |
June 30, 2020 | 74.87% |
May 31, 2020 | 74.87% |
April 30, 2020 | 74.87% |
March 31, 2020 | 74.87% |
February 29, 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
Apr 2019
79.29%
Maximum
Oct 2023
75.78%
Average
74.87%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Intel Corp | 61.62% |
NVIDIA Corp | 66.34% |
Dell Technologies Inc | 58.65% |
Allegro Microsystems Inc | -- |
WidePoint Corp | 88.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.38 |
Beta (5Y) | 1.660 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.81% |
Historical Sharpe Ratio (5Y) | 0.0202 |
Historical Sortino (5Y) | 0.0387 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.83% |