Faro Technologies Inc (FARO)
24.69
-1.14
(-4.41%)
USD |
NASDAQ |
Apr 10, 11:12
Faro Technologies Max Drawdown (5Y): 89.26% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Keysight Technologies Inc | 42.62% |
| Badger Meter Inc | 33.19% |
| Itron Inc | 65.26% |
| LGL Group Inc | 49.59% |
| Know Labs Inc | 99.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.77 |
| Beta (5Y) | 1.555 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.45% |
| Historical Sharpe Ratio (5Y) | -0.2315 |
| Historical Sortino (5Y) | -0.3682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.63% |