Dolby Laboratories Inc (DLB)
79.91
+0.33
(+0.41%)
USD |
NYSE |
Apr 25, 16:00
79.89
-0.02
(-0.03%)
Pre-Market: 20:00
Dolby Laboratories Max Drawdown (5Y): 37.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 37.65% |
| February 29, 2024 | 37.65% |
| January 31, 2024 | 37.65% |
| December 31, 2023 | 37.65% |
| November 30, 2023 | 37.65% |
| October 31, 2023 | 37.65% |
| September 30, 2023 | 37.65% |
| August 31, 2023 | 37.65% |
| July 31, 2023 | 37.65% |
| June 30, 2023 | 37.65% |
| May 31, 2023 | 37.65% |
| April 30, 2023 | 37.65% |
| March 31, 2023 | 37.65% |
| February 28, 2023 | 37.65% |
| January 31, 2023 | 37.65% |
| December 31, 2022 | 37.65% |
| November 30, 2022 | 37.65% |
| October 31, 2022 | 37.65% |
| September 30, 2022 | 35.97% |
| August 31, 2022 | 35.70% |
| July 31, 2022 | 35.70% |
| June 30, 2022 | 35.70% |
| May 31, 2022 | 35.70% |
| April 30, 2022 | 35.70% |
| March 31, 2022 | 35.70% |
| Date | Value |
|---|---|
| February 28, 2022 | 35.70% |
| January 31, 2022 | 35.70% |
| December 31, 2021 | 35.70% |
| November 30, 2021 | 35.70% |
| October 31, 2021 | 35.70% |
| September 30, 2021 | 35.70% |
| August 31, 2021 | 35.70% |
| July 31, 2021 | 35.70% |
| June 30, 2021 | 35.70% |
| May 31, 2021 | 35.70% |
| April 30, 2021 | 35.70% |
| March 31, 2021 | 35.70% |
| February 28, 2021 | 35.70% |
| January 31, 2021 | 35.70% |
| December 31, 2020 | 35.70% |
| November 30, 2020 | 35.70% |
| October 31, 2020 | 35.70% |
| September 30, 2020 | 35.70% |
| August 31, 2020 | 40.36% |
| July 31, 2020 | 43.48% |
| June 30, 2020 | 48.51% |
| May 31, 2020 | 49.31% |
| April 30, 2020 | 49.31% |
| March 31, 2020 | 49.31% |
| February 29, 2020 | 49.31% |
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
35.70%
Minimum
Sep 2020
49.31%
Maximum
Apr 2019
39.89%
Average
37.65%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| SentiSearch Inc | 98.86% |
| Avis Budget Group Inc | 85.71% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
| Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.436 |
| Beta (5Y) | 0.9693 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.74% |
| Historical Sharpe Ratio (5Y) | 0.1951 |
| Historical Sortino (5Y) | 0.2889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.23% |