Ferguson Enterprises Inc (FERG)
162.33
-1.57
(-0.96%)
USD |
NYSE |
Mar 21, 16:00
161.50
-0.83
(-0.51%)
After-Hours: 20:00
Ferguson Enterprises Max Drawdown (5Y): 55.35% for Feb. 28, 2025
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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
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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) | -4.603 |
| Beta (5Y) | 1.337 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.23% |
| Historical Sharpe Ratio (5Y) | 0.5538 |
| Historical Sortino (5Y) | 0.9606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |