Silicon Laboratories Inc (SLAB)
103.42
+1.87
(+1.84%)
USD |
NASDAQ |
Nov 21, 16:00
103.42
0.00 (0.00%)
After-Hours: 20:00
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% |