Franklin Wireless Corp (FKWL)
4.30
+0.15
(+3.61%)
USD |
NASDAQ |
Nov 21, 16:00
4.26
-0.04
(-0.93%)
After-Hours: 20:00
Franklin Wireless Max Drawdown (5Y): 89.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 89.23% |
September 30, 2024 | 89.23% |
August 31, 2024 | 89.23% |
July 31, 2024 | 89.23% |
June 30, 2024 | 89.23% |
May 31, 2024 | 89.23% |
April 30, 2024 | 89.23% |
March 31, 2024 | 89.23% |
February 29, 2024 | 89.19% |
January 31, 2024 | 89.19% |
December 31, 2023 | 89.19% |
November 30, 2023 | 89.19% |
October 31, 2023 | 89.19% |
September 30, 2023 | 89.19% |
August 31, 2023 | 89.19% |
July 31, 2023 | 89.19% |
June 30, 2023 | 89.19% |
May 31, 2023 | 89.19% |
April 30, 2023 | 89.19% |
March 31, 2023 | 89.19% |
February 28, 2023 | 89.19% |
January 31, 2023 | 89.19% |
December 31, 2022 | 89.19% |
November 30, 2022 | 89.19% |
October 31, 2022 | 89.19% |
Date | Value |
---|---|
September 30, 2022 | 89.19% |
August 31, 2022 | 88.73% |
July 31, 2022 | 88.57% |
June 30, 2022 | 88.29% |
May 31, 2022 | 87.27% |
April 30, 2022 | 87.27% |
March 31, 2022 | 87.27% |
February 28, 2022 | 87.27% |
January 31, 2022 | 87.27% |
December 31, 2021 | 87.27% |
November 30, 2021 | 84.64% |
October 31, 2021 | 80.16% |
September 30, 2021 | 71.47% |
August 31, 2021 | 69.63% |
July 31, 2021 | 68.92% |
June 30, 2021 | 66.05% |
May 31, 2021 | 66.03% |
April 30, 2021 | 53.01% |
March 31, 2021 | 43.87% |
February 28, 2021 | 43.87% |
January 31, 2021 | 43.87% |
December 31, 2020 | 43.87% |
November 30, 2020 | 43.87% |
October 31, 2020 | 43.87% |
September 30, 2020 | 43.87% |
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
43.87%
Minimum
Nov 2019
89.23%
Maximum
Mar 2024
73.57%
Average
87.27%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
Ciena Corp | 49.54% |
Clearfield Inc | 82.52% |
Netgear Inc | 76.94% |
Impinj Inc | 78.64% |
Actelis Networks Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.459 |
Beta (5Y) | 0.1995 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.03% |
Historical Sharpe Ratio (5Y) | 0.1368 |
Historical Sortino (5Y) | 0.2866 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.32% |