Ferguson Enterprises Inc (FERG)

178.17 +3.41 (+1.95%) USD  |  NYSE  |  Dec 20, 16:00
178.21 +0.04 (+0.02%) After-Hours: 20:00
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Ferguson Enterprises Max Drawdown (5Y): 55.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Comfort Systems USA Inc 49.68%
SPX Technologies Inc 50.26%
AC Partners Inc --
Fastenal Co 30.70%
IES Holdings Inc 54.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.006
Beta (5Y) 1.234
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.59%
Historical Sharpe Ratio (5Y) 0.5801
Historical Sortino (5Y) 0.6799
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.15%