Fabrinet (FN)

221.26 -1.48 (-0.66%) USD  |  NYSE  |  Dec 20, 16:00
218.64 -2.62 (-1.18%) After-Hours: 20:00
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Fabrinet Max Drawdown (5Y): 38.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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NVIDIA Corp 66.34%
Credo Technology Group Holding Ltd --
Allient Inc 63.11%
Vuzix Corp 97.22%
M-Tron Industries Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.47
Beta (5Y) 0.9178
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.23%
Historical Sharpe Ratio (5Y) 0.6803
Historical Sortino (5Y) 1.504
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.81%