Ferguson Enterprises Inc (FERG)
202.14
+4.00
(+2.02%)
USD |
NYSE |
Nov 05, 16:00
202.68
+0.54
(+0.27%)
After-Hours: 18:06
Ferguson Enterprises Max Drawdown (5Y): 55.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.35% |
| September 30, 2024 | 55.35% |
| August 31, 2024 | 55.35% |
| July 31, 2024 | 55.35% |
| June 30, 2024 | 55.35% |
| May 31, 2024 | 55.35% |
| April 30, 2024 | 55.35% |
| March 31, 2024 | 55.35% |
| February 29, 2024 | 55.35% |
| January 31, 2024 | 55.35% |
| December 31, 2023 | 55.35% |
| November 30, 2023 | 55.35% |
| October 31, 2023 | 55.35% |
| September 30, 2023 | 55.35% |
| August 31, 2023 | 55.35% |
| July 31, 2023 | 55.35% |
| June 30, 2023 | 55.35% |
| May 31, 2023 | 55.35% |
| April 30, 2023 | 55.35% |
| March 31, 2023 | 55.35% |
| February 28, 2023 | 55.35% |
| January 31, 2023 | 55.35% |
| December 31, 2022 | 55.35% |
| November 30, 2022 | 55.35% |
| October 31, 2022 | 55.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.35% |
| August 31, 2022 | 55.35% |
| July 31, 2022 | 55.35% |
| June 30, 2022 | 55.35% |
| May 31, 2022 | 55.35% |
| April 30, 2022 | 55.35% |
| March 31, 2022 | 55.35% |
| February 28, 2022 | 55.35% |
| January 31, 2022 | 55.35% |
| December 31, 2021 | 55.35% |
| November 30, 2021 | 55.35% |
| October 31, 2021 | 55.35% |
| September 30, 2021 | 55.35% |
| August 31, 2021 | 55.35% |
| July 31, 2021 | 55.35% |
| June 30, 2021 | 55.35% |
| May 31, 2021 | 55.35% |
| April 30, 2021 | 55.35% |
| March 31, 2021 | 55.35% |
| February 28, 2021 | 55.35% |
| January 31, 2021 | 55.35% |
| December 31, 2020 | 55.35% |
| November 30, 2020 | 55.35% |
| October 31, 2020 | 55.35% |
| September 30, 2020 | 55.35% |
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
28.01%
Minimum
Nov 2019
55.35%
Maximum
Mar 2020
53.53%
Average
55.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | 2.716 |
| Beta (5Y) | 1.229 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.55% |
| Historical Sharpe Ratio (5Y) | 0.5537 |
| Historical Sortino (5Y) | 0.6484 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.15% |