Fastenal Co (FAST)
82.36
+0.54
(+0.66%)
USD |
NASDAQ |
Nov 21, 16:00
82.37
+0.01
(+0.01%)
After-Hours: 20:00
Fastenal Max Drawdown (5Y): 30.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.70% |
| September 30, 2024 | 30.70% |
| August 31, 2024 | 30.70% |
| July 31, 2024 | 30.70% |
| June 30, 2024 | 30.70% |
| May 31, 2024 | 30.70% |
| April 30, 2024 | 30.70% |
| March 31, 2024 | 30.70% |
| February 29, 2024 | 30.70% |
| January 31, 2024 | 30.70% |
| December 31, 2023 | 30.70% |
| November 30, 2023 | 30.70% |
| October 31, 2023 | 30.70% |
| September 30, 2023 | 30.70% |
| August 31, 2023 | 30.70% |
| July 31, 2023 | 30.70% |
| June 30, 2023 | 30.70% |
| May 31, 2023 | 30.70% |
| April 30, 2023 | 30.70% |
| March 31, 2023 | 30.70% |
| February 28, 2023 | 30.70% |
| January 31, 2023 | 30.70% |
| December 31, 2022 | 30.70% |
| November 30, 2022 | 30.70% |
| October 31, 2022 | 30.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.78% |
| August 31, 2022 | 27.78% |
| July 31, 2022 | 27.78% |
| June 30, 2022 | 27.78% |
| May 31, 2022 | 27.78% |
| April 30, 2022 | 27.78% |
| March 31, 2022 | 27.78% |
| February 28, 2022 | 27.78% |
| January 31, 2022 | 27.78% |
| December 31, 2021 | 27.78% |
| November 30, 2021 | 27.78% |
| October 31, 2021 | 27.78% |
| September 30, 2021 | 27.78% |
| August 31, 2021 | 27.78% |
| July 31, 2021 | 27.78% |
| June 30, 2021 | 27.78% |
| May 31, 2021 | 27.78% |
| April 30, 2021 | 27.78% |
| March 31, 2021 | 27.78% |
| February 28, 2021 | 27.78% |
| January 31, 2021 | 27.78% |
| December 31, 2020 | 27.78% |
| November 30, 2020 | 27.78% |
| October 31, 2020 | 27.78% |
| September 30, 2020 | 27.78% |
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
27.78%
Minimum
Sep 2020
30.70%
Maximum
Oct 2022
29.26%
Average
29.37%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Otis Worldwide Corp | -- |
| The AZEK Co Inc | -- |
| EMCOR Group Inc | 48.00% |
| Comfort Systems USA Inc | 49.68% |
| IES Holdings Inc | 54.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.843 |
| Beta (5Y) | 0.9870 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.35% |
| Historical Sharpe Ratio (5Y) | 0.7221 |
| Historical Sortino (5Y) | 1.254 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |