Franklin Electric Co Inc (FELE)
102.27
+0.20
(+0.20%)
USD |
NASDAQ |
May 10, 16:00
102.32
+0.05
(+0.05%)
After-Hours: 20:00
Franklin Electric Max Drawdown (5Y): 32.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.02% |
March 31, 2024 | 32.02% |
February 29, 2024 | 32.02% |
January 31, 2024 | 32.02% |
December 31, 2023 | 32.02% |
November 30, 2023 | 32.02% |
October 31, 2023 | 32.02% |
September 30, 2023 | 32.02% |
August 31, 2023 | 32.02% |
July 31, 2023 | 32.02% |
June 30, 2023 | 32.02% |
May 31, 2023 | 32.02% |
April 30, 2023 | 32.02% |
March 31, 2023 | 32.02% |
February 28, 2023 | 32.02% |
January 31, 2023 | 32.02% |
December 31, 2022 | 32.02% |
November 30, 2022 | 32.02% |
October 31, 2022 | 32.02% |
September 30, 2022 | 32.02% |
August 31, 2022 | 32.02% |
July 31, 2022 | 32.02% |
June 30, 2022 | 32.02% |
May 31, 2022 | 32.02% |
April 30, 2022 | 32.02% |
Date | Value |
---|---|
March 31, 2022 | 32.02% |
February 28, 2022 | 32.02% |
January 31, 2022 | 32.02% |
December 31, 2021 | 32.02% |
November 30, 2021 | 32.02% |
October 31, 2021 | 32.02% |
September 30, 2021 | 32.02% |
August 31, 2021 | 32.02% |
July 31, 2021 | 32.02% |
June 30, 2021 | 32.02% |
May 31, 2021 | 32.02% |
April 30, 2021 | 32.02% |
March 31, 2021 | 32.02% |
February 28, 2021 | 32.02% |
January 31, 2021 | 32.02% |
December 31, 2020 | 32.02% |
November 30, 2020 | 41.17% |
October 31, 2020 | 46.45% |
September 30, 2020 | 46.45% |
August 31, 2020 | 46.45% |
July 31, 2020 | 46.45% |
June 30, 2020 | 46.45% |
May 31, 2020 | 46.45% |
April 30, 2020 | 46.45% |
March 31, 2020 | 46.45% |
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
32.02%
Minimum
Dec 2020
46.45%
Maximum
May 2019
36.50%
Average
32.02%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
A.O. Smith Corp | 46.84% |
Regal Rexnord Corp | 42.32% |
Generac Holdings Inc | 83.75% |
Aura Systems Inc | 95.43% |
American Power Group Corp | 99.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.556 |
Beta (5Y) | 0.9943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.33% |
Historical Sharpe Ratio (5Y) | 0.5384 |
Historical Sortino (5Y) | 0.8729 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.02% |