Flex Ltd (FLEX)
27.62
-0.46
(-1.66%)
USD |
NASDAQ |
Apr 18, 16:00
27.59
-0.02
(-0.09%)
After-Hours: 20:00
Flex Max Drawdown (5Y): 70.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 70.02% |
February 29, 2024 | 70.02% |
January 31, 2024 | 70.02% |
December 31, 2023 | 70.02% |
November 30, 2023 | 70.02% |
October 31, 2023 | 70.02% |
September 30, 2023 | 70.02% |
August 31, 2023 | 70.02% |
July 31, 2023 | 70.02% |
June 30, 2023 | 70.02% |
May 31, 2023 | 70.02% |
April 30, 2023 | 70.02% |
March 31, 2023 | 70.02% |
February 28, 2023 | 70.02% |
January 31, 2023 | 70.02% |
December 31, 2022 | 70.02% |
November 30, 2022 | 70.02% |
October 31, 2022 | 70.02% |
September 30, 2022 | 70.02% |
August 31, 2022 | 70.02% |
July 31, 2022 | 70.02% |
June 30, 2022 | 70.02% |
May 31, 2022 | 70.02% |
April 30, 2022 | 70.02% |
March 31, 2022 | 70.02% |
Date | Value |
---|---|
February 28, 2022 | 70.02% |
January 31, 2022 | 70.02% |
December 31, 2021 | 70.02% |
November 30, 2021 | 70.02% |
October 31, 2021 | 70.02% |
September 30, 2021 | 70.02% |
August 31, 2021 | 70.02% |
July 31, 2021 | 70.02% |
June 30, 2021 | 70.02% |
May 31, 2021 | 70.02% |
April 30, 2021 | 70.02% |
March 31, 2021 | 70.02% |
February 28, 2021 | 70.02% |
January 31, 2021 | 70.02% |
December 31, 2020 | 70.02% |
November 30, 2020 | 70.02% |
October 31, 2020 | 70.02% |
September 30, 2020 | 70.02% |
August 31, 2020 | 70.02% |
July 31, 2020 | 70.02% |
June 30, 2020 | 70.02% |
May 31, 2020 | 70.02% |
April 30, 2020 | 70.02% |
March 31, 2020 | 70.02% |
February 29, 2020 | 64.61% |
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
64.61%
Minimum
Apr 2019
70.02%
Maximum
Mar 2020
69.02%
Average
70.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Trio-Tech International | 70.17% |
X3 Holdings Co Ltd | 99.97% |
Karooooo Ltd | -- |
Grab Holdings Inc | -- |
Ryde Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.69 |
Beta (5Y) | 1.196 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.31% |
Historical Sharpe Ratio (5Y) | 0.7453 |
Historical Sortino (5Y) | 1.084 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.59% |