Flowserve Corp (FLS)
47.16
-0.06
(-0.13%)
USD |
NYSE |
Apr 30, 16:00
47.80
+0.64
(+1.36%)
After-Hours: 20:00
Flowserve Max Drawdown (5Y): 64.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.82% |
March 31, 2024 | 64.82% |
February 29, 2024 | 64.82% |
January 31, 2024 | 64.82% |
December 31, 2023 | 64.82% |
November 30, 2023 | 64.82% |
October 31, 2023 | 64.82% |
September 30, 2023 | 64.82% |
August 31, 2023 | 64.82% |
July 31, 2023 | 64.82% |
June 30, 2023 | 64.82% |
May 31, 2023 | 64.82% |
April 30, 2023 | 64.82% |
March 31, 2023 | 64.82% |
February 28, 2023 | 64.82% |
January 31, 2023 | 64.82% |
December 31, 2022 | 64.82% |
November 30, 2022 | 64.82% |
October 31, 2022 | 64.82% |
September 30, 2022 | 64.82% |
August 31, 2022 | 64.82% |
July 31, 2022 | 64.82% |
June 30, 2022 | 64.82% |
May 31, 2022 | 64.82% |
April 30, 2022 | 64.82% |
Date | Value |
---|---|
March 31, 2022 | 64.82% |
February 28, 2022 | 64.82% |
January 31, 2022 | 64.82% |
December 31, 2021 | 64.82% |
November 30, 2021 | 64.82% |
October 31, 2021 | 64.82% |
September 30, 2021 | 64.82% |
August 31, 2021 | 64.82% |
July 31, 2021 | 64.82% |
June 30, 2021 | 64.82% |
May 31, 2021 | 64.82% |
April 30, 2021 | 64.82% |
March 31, 2021 | 64.82% |
February 28, 2021 | 64.82% |
January 31, 2021 | 64.82% |
December 31, 2020 | 64.82% |
November 30, 2020 | 64.82% |
October 31, 2020 | 64.82% |
September 30, 2020 | 64.82% |
August 31, 2020 | 64.82% |
July 31, 2020 | 64.82% |
June 30, 2020 | 64.82% |
May 31, 2020 | 64.82% |
April 30, 2020 | 64.82% |
March 31, 2020 | 64.82% |
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
55.52%
Minimum
May 2019
64.82%
Maximum
Mar 2020
63.27%
Average
64.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Crane Co | 60.03% |
Parker Hannifin Corp | 54.68% |
Graco Inc | 30.60% |
IDEX Corp | 35.52% |
AMETEK Inc | 42.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.35 |
Beta (5Y) | 1.422 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.10% |
Historical Sharpe Ratio (5Y) | -0.0132 |
Historical Sortino (5Y) | -0.0154 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |