Fabrinet (FN)
169.68
-0.25
(-0.15%)
USD |
NYSE |
Apr 25, 13:07
Fabrinet Max Drawdown (5Y): 38.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 51.11% |
July 31, 2020 | 51.11% |
June 30, 2020 | 51.11% |
May 31, 2020 | 51.11% |
April 30, 2020 | 51.11% |
March 31, 2020 | 51.11% |
February 29, 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
55.36%
Maximum
Apr 2019
48.22%
Average
51.11%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Daktronics Inc | 81.37% |
Corning Inc | 48.80% |
Universal Display Corp | 65.03% |
Rogers Corp | 63.53% |
LGL Group Inc | 73.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.75 |
Beta (5Y) | 1.036 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.24% |
Historical Sharpe Ratio (5Y) | 0.6952 |
Historical Sortino (5Y) | 1.358 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |