Franklin Electric Co Inc (FELE)
106.64
+1.81
(+1.73%)
USD |
NASDAQ |
Nov 21, 16:00
106.68
+0.04
(+0.04%)
After-Hours: 20:00
Franklin Electric Max Drawdown (5Y): 32.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.02% |
| September 30, 2024 | 32.02% |
| August 31, 2024 | 32.02% |
| July 31, 2024 | 32.02% |
| June 30, 2024 | 32.02% |
| May 31, 2024 | 32.02% |
| April 30, 2024 | 32.02% |
| March 31, 2024 | 32.02% |
| February 29, 2024 | 32.02% |
| January 31, 2024 | 32.02% |
| December 31, 2023 | 32.02% |
| November 30, 2023 | 32.02% |
| October 31, 2023 | 32.02% |
| September 30, 2023 | 32.02% |
| August 31, 2023 | 32.02% |
| July 31, 2023 | 32.02% |
| June 30, 2023 | 32.02% |
| May 31, 2023 | 32.02% |
| April 30, 2023 | 32.02% |
| March 31, 2023 | 32.02% |
| February 28, 2023 | 32.02% |
| January 31, 2023 | 32.02% |
| December 31, 2022 | 32.02% |
| November 30, 2022 | 32.02% |
| October 31, 2022 | 32.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.02% |
| August 31, 2022 | 32.02% |
| July 31, 2022 | 32.02% |
| June 30, 2022 | 32.02% |
| May 31, 2022 | 32.02% |
| April 30, 2022 | 32.02% |
| March 31, 2022 | 32.02% |
| February 28, 2022 | 32.02% |
| January 31, 2022 | 32.02% |
| December 31, 2021 | 32.02% |
| November 30, 2021 | 32.02% |
| October 31, 2021 | 32.02% |
| September 30, 2021 | 32.02% |
| August 31, 2021 | 32.02% |
| July 31, 2021 | 32.02% |
| June 30, 2021 | 32.02% |
| May 31, 2021 | 32.02% |
| April 30, 2021 | 32.02% |
| March 31, 2021 | 32.02% |
| February 28, 2021 | 32.95% |
| January 31, 2021 | 41.17% |
| December 31, 2020 | 46.45% |
| November 30, 2020 | 46.45% |
| October 31, 2020 | 46.45% |
| September 30, 2020 | 46.45% |
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
32.02%
Minimum
Mar 2021
46.45%
Maximum
Nov 2019
35.55%
Average
32.02%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| A.O. Smith Corp | 46.84% |
| Regal Rexnord Corp | 42.32% |
| Generac Holdings Inc | 83.75% |
| Aura Systems Inc | 95.43% |
| American Power Group Corp | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.472 |
| Beta (5Y) | 0.9565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.90% |
| Historical Sharpe Ratio (5Y) | 0.4368 |
| Historical Sortino (5Y) | 0.7126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.02% |