Proto Labs Inc (PRLB)
39.74
+0.49
(+1.25%)
USD |
NYSE |
Nov 21, 16:00
39.78
+0.04
(+0.10%)
Pre-Market: 20:00
Proto Labs Max Drawdown (5Y): 91.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.22% |
| September 30, 2024 | 91.22% |
| August 31, 2024 | 91.22% |
| July 31, 2024 | 91.22% |
| June 30, 2024 | 91.22% |
| May 31, 2024 | 91.22% |
| April 30, 2024 | 91.22% |
| March 31, 2024 | 91.22% |
| February 29, 2024 | 91.22% |
| January 31, 2024 | 91.22% |
| December 31, 2023 | 91.22% |
| November 30, 2023 | 91.22% |
| October 31, 2023 | 91.22% |
| September 30, 2023 | 91.22% |
| August 31, 2023 | 91.22% |
| July 31, 2023 | 91.22% |
| June 30, 2023 | 91.22% |
| May 31, 2023 | 91.22% |
| April 30, 2023 | 91.22% |
| March 31, 2023 | 91.22% |
| February 28, 2023 | 91.22% |
| January 31, 2023 | 91.22% |
| December 31, 2022 | 91.22% |
| November 30, 2022 | 91.22% |
| October 31, 2022 | 85.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.93% |
| August 31, 2022 | 84.73% |
| July 31, 2022 | 83.99% |
| June 30, 2022 | 83.99% |
| May 31, 2022 | 83.99% |
| April 30, 2022 | 83.18% |
| March 31, 2022 | 81.48% |
| February 28, 2022 | 81.48% |
| January 31, 2022 | 81.48% |
| December 31, 2021 | 80.66% |
| November 30, 2021 | 80.33% |
| October 31, 2021 | 76.68% |
| September 30, 2021 | 73.52% |
| August 31, 2021 | 72.38% |
| July 31, 2021 | 69.08% |
| June 30, 2021 | 66.25% |
| May 31, 2021 | 65.41% |
| April 30, 2021 | 60.84% |
| March 31, 2021 | 60.84% |
| February 28, 2021 | 60.84% |
| January 31, 2021 | 60.84% |
| December 31, 2020 | 60.84% |
| November 30, 2020 | 60.84% |
| October 31, 2020 | 60.84% |
| September 30, 2020 | 60.84% |
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
49.77%
Minimum
Nov 2019
91.22%
Maximum
Nov 2022
77.68%
Average
83.59%
Median
Max Drawdown (5Y) Benchmarks
| RM2 International Inc | 98.35% |
| Kennametal Inc | 69.26% |
| Liquidmetal Technologies Inc | 83.35% |
| Paul Mueller Co | 55.00% |
| ATI Inc | 85.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.74 |
| Beta (5Y) | 1.320 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.47% |
| Historical Sharpe Ratio (5Y) | -0.4707 |
| Historical Sortino (5Y) | -0.8283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.24% |