Flowserve Corp (FLS)
50.43
-0.93
(-1.81%)
USD |
NYSE |
Mar 27, 16:00
50.45
+0.02
(+0.04%)
After-Hours: 20:00
Flowserve Max Drawdown (5Y): 64.82% 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
AMETEK Inc | 42.70% |
Crane Co | -- |
Graco Inc | 30.60% |
IDEX Corp | 35.52% |
Graham Corp | 74.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.95 |
Beta (5Y) | 1.426 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.52% |
Historical Sharpe Ratio (5Y) | 0.2183 |
Historical Sortino (5Y) | 0.3815 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.70% |