Floor & Decor Holdings Inc (FND)
109.97
+1.46
(+1.35%)
USD |
NYSE |
Apr 23, 16:00
109.96
0.00 (0.00%)
After-Hours: 20:00
Floor & Decor Holdings Max Drawdown (5Y): 57.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.30% |
February 29, 2024 | 57.30% |
January 31, 2024 | 57.30% |
December 31, 2023 | 57.30% |
November 30, 2023 | 57.30% |
October 31, 2023 | 57.30% |
September 30, 2023 | 58.26% |
August 31, 2023 | 58.26% |
July 31, 2023 | 58.26% |
June 30, 2023 | 58.26% |
May 31, 2023 | 58.26% |
April 30, 2023 | 58.26% |
March 31, 2023 | 58.26% |
February 28, 2023 | 58.26% |
January 31, 2023 | 58.26% |
December 31, 2022 | 58.26% |
November 30, 2022 | 58.26% |
October 31, 2022 | 58.26% |
September 30, 2022 | 58.26% |
August 31, 2022 | 58.26% |
July 31, 2022 | 58.26% |
June 30, 2022 | 58.26% |
May 31, 2022 | 58.26% |
April 30, 2022 | 58.26% |
March 31, 2022 | 58.26% |
Date | Value |
---|---|
February 28, 2022 | 58.26% |
January 31, 2022 | 58.26% |
December 31, 2021 | 58.26% |
November 30, 2021 | 58.26% |
October 31, 2021 | 58.26% |
September 30, 2021 | 58.26% |
August 31, 2021 | 58.26% |
July 31, 2021 | 58.26% |
June 30, 2021 | 58.26% |
May 31, 2021 | 58.26% |
April 30, 2021 | 58.26% |
March 31, 2021 | 58.26% |
February 28, 2021 | 58.26% |
January 31, 2021 | 58.26% |
December 31, 2020 | 58.26% |
November 30, 2020 | 58.26% |
October 31, 2020 | 58.26% |
September 30, 2020 | 58.26% |
August 31, 2020 | 58.26% |
July 31, 2020 | 58.26% |
June 30, 2020 | 58.26% |
May 31, 2020 | 58.26% |
April 30, 2020 | 58.26% |
March 31, 2020 | 58.26% |
February 29, 2020 | 58.26% |
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
57.30%
Minimum
Oct 2023
58.26%
Maximum
Apr 2019
58.17%
Average
58.26%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Installed Building Products Inc | 61.69% |
Academy Sports and Outdoors Inc | -- |
CarMax Inc | 64.04% |
Burlington Stores Inc | 68.87% |
Delta Apparel Inc | 92.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3849 |
Beta (5Y) | 1.849 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.93% |
Historical Sharpe Ratio (5Y) | 0.5061 |
Historical Sortino (5Y) | 0.8417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.64% |