Fabrinet (FN)
252.00
0.00 (0.00%)
USD |
NYSE |
Nov 14, 16:00
250.80
-1.20
(-0.48%)
Pre-Market: 08:34
Fabrinet Max Drawdown (5Y): 38.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.70% |
| September 30, 2024 | 38.70% |
| August 31, 2024 | 38.70% |
| July 31, 2024 | 38.70% |
| June 30, 2024 | 38.70% |
| May 31, 2024 | 38.70% |
| April 30, 2024 | 38.70% |
| March 31, 2024 | 38.70% |
| February 29, 2024 | 38.70% |
| January 31, 2024 | 38.70% |
| December 31, 2023 | 38.70% |
| November 30, 2023 | 38.70% |
| October 31, 2023 | 38.70% |
| September 30, 2023 | 38.70% |
| August 31, 2023 | 38.70% |
| July 31, 2023 | 38.70% |
| June 30, 2023 | 38.70% |
| May 31, 2023 | 38.70% |
| April 30, 2023 | 38.70% |
| March 31, 2023 | 38.70% |
| February 28, 2023 | 38.70% |
| January 31, 2023 | 42.75% |
| December 31, 2022 | 42.75% |
| November 30, 2022 | 51.11% |
| October 31, 2022 | 51.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.11% |
| August 31, 2022 | 51.11% |
| July 31, 2022 | 51.11% |
| June 30, 2022 | 51.11% |
| May 31, 2022 | 51.11% |
| April 30, 2022 | 51.11% |
| March 31, 2022 | 51.11% |
| February 28, 2022 | 51.11% |
| January 31, 2022 | 51.11% |
| December 31, 2021 | 51.11% |
| November 30, 2021 | 51.11% |
| October 31, 2021 | 51.11% |
| September 30, 2021 | 51.11% |
| August 31, 2021 | 51.11% |
| July 31, 2021 | 51.11% |
| June 30, 2021 | 51.11% |
| May 31, 2021 | 51.11% |
| April 30, 2021 | 51.11% |
| March 31, 2021 | 51.11% |
| February 28, 2021 | 51.11% |
| January 31, 2021 | 51.11% |
| December 31, 2020 | 51.11% |
| November 30, 2020 | 51.11% |
| October 31, 2020 | 51.11% |
| September 30, 2020 | 51.11% |
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
38.70%
Minimum
Feb 2023
51.11%
Maximum
Nov 2019
46.49%
Average
51.11%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Credo Technology Group Holding Ltd | -- |
| NVIDIA Corp | 66.34% |
| Daktronics Inc | 81.37% |
| OSI Systems Inc | 53.64% |
| Wolfspeed Inc | 94.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.17 |
| Beta (5Y) | 0.9489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.11% |
| Historical Sharpe Ratio (5Y) | 0.746 |
| Historical Sortino (5Y) | 1.628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.81% |