Fortune Brands Innovations Inc (FBIN)
76.24
+0.48
(+0.63%)
USD |
NYSE |
Nov 22, 12:48
Fortune Brands Innovations Max Drawdown (5Y): 52.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.07% |
| September 30, 2024 | 52.07% |
| August 31, 2024 | 52.07% |
| July 31, 2024 | 52.07% |
| June 30, 2024 | 52.07% |
| May 31, 2024 | 52.07% |
| April 30, 2024 | 52.07% |
| March 31, 2024 | 52.07% |
| February 29, 2024 | 52.07% |
| January 31, 2024 | 52.07% |
| December 31, 2023 | 52.07% |
| November 30, 2023 | 52.07% |
| October 31, 2023 | 52.07% |
| September 30, 2023 | 52.07% |
| August 31, 2023 | 52.07% |
| July 31, 2023 | 52.07% |
| June 30, 2023 | 52.07% |
| May 31, 2023 | 52.07% |
| April 30, 2023 | 52.07% |
| March 31, 2023 | 52.07% |
| February 28, 2023 | 52.07% |
| January 31, 2023 | 52.07% |
| December 31, 2022 | 52.07% |
| November 30, 2022 | 52.07% |
| October 31, 2022 | 52.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.07% |
| August 31, 2022 | 52.07% |
| July 31, 2022 | 52.07% |
| June 30, 2022 | 52.07% |
| May 31, 2022 | 52.07% |
| April 30, 2022 | 52.07% |
| March 31, 2022 | 52.07% |
| February 28, 2022 | 52.07% |
| January 31, 2022 | 52.07% |
| December 31, 2021 | 52.07% |
| November 30, 2021 | 52.07% |
| October 31, 2021 | 52.07% |
| September 30, 2021 | 52.07% |
| August 31, 2021 | 52.07% |
| July 31, 2021 | 52.07% |
| June 30, 2021 | 52.07% |
| May 31, 2021 | 52.07% |
| April 30, 2021 | 52.07% |
| March 31, 2021 | 52.07% |
| February 28, 2021 | 52.07% |
| January 31, 2021 | 52.07% |
| December 31, 2020 | 52.07% |
| November 30, 2020 | 52.07% |
| October 31, 2020 | 52.07% |
| September 30, 2020 | 52.07% |
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
49.96%
Minimum
Nov 2019
52.07%
Maximum
Mar 2020
51.93%
Average
52.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stanley Black & Decker Inc | 66.44% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Hyperscale Data Inc | 100.00% |
| Espey Manufacturing & Electronics Corp | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.04 |
| Beta (5Y) | 1.511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.06% |
| Historical Sharpe Ratio (5Y) | 0.2486 |
| Historical Sortino (5Y) | 0.3753 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.67% |