Silicon Laboratories Inc (SLAB)
104.02
-0.72
(-0.68%)
USD |
NASDAQ |
Nov 05, 16:00
104.02
0.00 (0.00%)
After-Hours: 16:11
Silicon Laboratories Max Drawdown (5Y): 58.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.51% |
| September 30, 2024 | 58.51% |
| August 31, 2024 | 58.51% |
| July 31, 2024 | 58.51% |
| June 30, 2024 | 58.51% |
| May 31, 2024 | 58.51% |
| April 30, 2024 | 58.51% |
| March 31, 2024 | 58.51% |
| February 29, 2024 | 58.51% |
| January 31, 2024 | 58.51% |
| December 31, 2023 | 58.51% |
| November 30, 2023 | 58.51% |
| October 31, 2023 | 56.62% |
| September 30, 2023 | 46.38% |
| August 31, 2023 | 46.38% |
| July 31, 2023 | 46.38% |
| June 30, 2023 | 46.38% |
| May 31, 2023 | 46.38% |
| April 30, 2023 | 46.38% |
| March 31, 2023 | 46.38% |
| February 28, 2023 | 46.38% |
| January 31, 2023 | 46.38% |
| December 31, 2022 | 46.38% |
| November 30, 2022 | 46.38% |
| October 31, 2022 | 46.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.17% |
| August 31, 2022 | 43.61% |
| July 31, 2022 | 43.61% |
| June 30, 2022 | 43.61% |
| May 31, 2022 | 43.61% |
| April 30, 2022 | 43.61% |
| March 31, 2022 | 43.61% |
| February 28, 2022 | 43.61% |
| January 31, 2022 | 43.61% |
| December 31, 2021 | 43.61% |
| November 30, 2021 | 43.61% |
| October 31, 2021 | 43.61% |
| September 30, 2021 | 43.61% |
| August 31, 2021 | 43.61% |
| July 31, 2021 | 43.61% |
| June 30, 2021 | 43.61% |
| May 31, 2021 | 43.61% |
| April 30, 2021 | 43.61% |
| March 31, 2021 | 43.61% |
| February 28, 2021 | 43.61% |
| January 31, 2021 | 43.61% |
| December 31, 2020 | 43.61% |
| November 30, 2020 | 43.61% |
| October 31, 2020 | 43.61% |
| September 30, 2020 | 43.61% |
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
36.80%
Minimum
Nov 2019
58.51%
Maximum
Nov 2023
46.92%
Average
43.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.37 |
| Beta (5Y) | 1.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.60% |
| Historical Sharpe Ratio (5Y) | -0.0661 |
| Historical Sortino (5Y) | -0.1292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |