Faro Technologies Inc (FARO)
17.74
+0.05
(+0.28%)
USD |
NASDAQ |
Nov 04, 16:00
17.70
-0.04
(-0.20%)
After-Hours: 20:00
Faro Technologies Max Drawdown (5Y): 89.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.26% |
| September 30, 2024 | 89.26% |
| August 31, 2024 | 89.26% |
| July 31, 2024 | 89.26% |
| June 30, 2024 | 89.26% |
| May 31, 2024 | 89.26% |
| April 30, 2024 | 89.26% |
| March 31, 2024 | 89.26% |
| February 29, 2024 | 89.26% |
| January 31, 2024 | 89.26% |
| December 31, 2023 | 89.26% |
| November 30, 2023 | 89.26% |
| October 31, 2023 | 89.26% |
| September 30, 2023 | 89.26% |
| August 31, 2023 | 89.26% |
| July 31, 2023 | 89.26% |
| June 30, 2023 | 89.26% |
| May 31, 2023 | 89.26% |
| April 30, 2023 | 76.42% |
| March 31, 2023 | 76.13% |
| February 28, 2023 | 73.50% |
| January 31, 2023 | 73.50% |
| December 31, 2022 | 73.50% |
| November 30, 2022 | 73.50% |
| October 31, 2022 | 73.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.89% |
| August 31, 2022 | 70.72% |
| July 31, 2022 | 70.72% |
| June 30, 2022 | 69.83% |
| May 31, 2022 | 68.04% |
| April 30, 2022 | 64.32% |
| March 31, 2022 | 50.13% |
| February 28, 2022 | 50.13% |
| January 31, 2022 | 51.05% |
| December 31, 2021 | 51.05% |
| November 30, 2021 | 51.05% |
| October 31, 2021 | 51.05% |
| September 30, 2021 | 51.05% |
| August 31, 2021 | 54.03% |
| July 31, 2021 | 54.03% |
| June 30, 2021 | 54.03% |
| May 31, 2021 | 54.03% |
| April 30, 2021 | 54.03% |
| March 31, 2021 | 54.03% |
| February 28, 2021 | 57.09% |
| January 31, 2021 | 57.09% |
| December 31, 2020 | 57.09% |
| November 30, 2020 | 63.41% |
| October 31, 2020 | 66.93% |
| September 30, 2020 | 66.93% |
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
50.13%
Minimum
Feb 2022
89.26%
Maximum
May 2023
71.00%
Average
67.49%
Median
Max Drawdown (5Y) Benchmarks
| Badger Meter Inc | 38.97% |
| Keysight Technologies Inc | 42.62% |
| Luna Innovations Inc | 88.62% |
| Trimble Inc | 57.35% |
| Know Labs Inc | 95.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.75 |
| Beta (5Y) | 1.260 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.15% |
| Historical Sharpe Ratio (5Y) | -0.4169 |
| Historical Sortino (5Y) | -0.6083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.00% |