Flowserve Corp (FLS)
60.05
+0.16
(+0.27%)
USD |
NYSE |
Nov 21, 16:00
60.92
+0.87
(+1.45%)
Pre-Market: 07:59
Flowserve Max Drawdown (5Y): 64.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.82% |
| September 30, 2024 | 64.82% |
| August 31, 2024 | 64.82% |
| July 31, 2024 | 64.82% |
| June 30, 2024 | 64.82% |
| May 31, 2024 | 64.82% |
| April 30, 2024 | 64.82% |
| March 31, 2024 | 64.82% |
| February 29, 2024 | 64.82% |
| January 31, 2024 | 64.82% |
| December 31, 2023 | 64.82% |
| November 30, 2023 | 64.82% |
| October 31, 2023 | 64.82% |
| September 30, 2023 | 64.82% |
| August 31, 2023 | 64.82% |
| July 31, 2023 | 64.82% |
| June 30, 2023 | 64.82% |
| May 31, 2023 | 64.82% |
| April 30, 2023 | 64.82% |
| March 31, 2023 | 64.82% |
| February 28, 2023 | 64.82% |
| January 31, 2023 | 64.82% |
| December 31, 2022 | 64.82% |
| November 30, 2022 | 64.82% |
| October 31, 2022 | 64.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.82% |
| August 31, 2022 | 64.82% |
| July 31, 2022 | 64.82% |
| June 30, 2022 | 64.82% |
| May 31, 2022 | 64.82% |
| April 30, 2022 | 64.82% |
| March 31, 2022 | 64.82% |
| February 28, 2022 | 64.82% |
| January 31, 2022 | 64.82% |
| December 31, 2021 | 64.82% |
| November 30, 2021 | 64.82% |
| October 31, 2021 | 64.82% |
| September 30, 2021 | 64.82% |
| August 31, 2021 | 64.82% |
| July 31, 2021 | 64.82% |
| June 30, 2021 | 64.82% |
| May 31, 2021 | 64.82% |
| April 30, 2021 | 64.82% |
| March 31, 2021 | 64.82% |
| February 28, 2021 | 64.82% |
| January 31, 2021 | 64.82% |
| December 31, 2020 | 64.82% |
| November 30, 2020 | 64.82% |
| October 31, 2020 | 64.82% |
| September 30, 2020 | 64.82% |
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
55.52%
Minimum
Nov 2019
64.82%
Maximum
Mar 2020
64.20%
Average
64.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Crane Co | -- |
| Parker Hannifin Corp | 54.68% |
| Graco Inc | 30.60% |
| IDEX Corp | 35.52% |
| Nordson Corp | 44.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.33 |
| Beta (5Y) | 1.384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.12% |
| Historical Sharpe Ratio (5Y) | 0.0413 |
| Historical Sortino (5Y) | 0.0473 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.94% |