Franklin Electric Co Inc (FELE)
94.60
-2.60
(-2.67%)
USD |
NASDAQ |
Mar 28, 16:00
94.60
0.00 (0.00%)
After-Hours: 19:57
Franklin Electric Max Drawdown (5Y): 32.02% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Gibraltar Industries Inc | 63.23% |
| Arq Inc | 91.19% |
| A.O. Smith Corp | 46.84% |
| Builders FirstSource Inc | 62.21% |
| Resolute Holdings Management Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8167 |
| Beta (5Y) | 0.9779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.30% |
| Historical Sharpe Ratio (5Y) | 0.5654 |
| Historical Sortino (5Y) | 1.133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |