Dolby Laboratories Inc (DLB)
80.25
-1.73
(-2.11%)
USD |
NYSE |
Nov 21, 16:00
80.27
+0.02
(+0.02%)
Pre-Market: 20:00
Dolby Laboratories Max Drawdown (5Y): 37.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.65% |
| September 30, 2024 | 37.65% |
| August 31, 2024 | 37.65% |
| July 31, 2024 | 37.65% |
| June 30, 2024 | 37.65% |
| May 31, 2024 | 37.65% |
| April 30, 2024 | 37.65% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 45.99% |
| November 30, 2020 | 45.99% |
| October 31, 2020 | 45.99% |
| September 30, 2020 | 45.99% |
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
Jan 2021
49.31%
Maximum
Nov 2019
39.47%
Average
37.65%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| SentiSearch Inc | 98.86% |
| Avis Budget Group Inc | 86.82% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
| Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.16 |
| Beta (5Y) | 0.9807 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.87% |
| Historical Sharpe Ratio (5Y) | 0.0558 |
| Historical Sortino (5Y) | 0.084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.27% |