Floor & Decor Holdings Inc (FND)
102.89
+0.64
(+0.63%)
USD |
NYSE |
Nov 15, 16:00
102.85
-0.04
(-0.04%)
After-Hours: 20:00
Floor & Decor Holdings Max Drawdown (5Y): 57.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.30% |
| September 30, 2024 | 57.30% |
| August 31, 2024 | 57.30% |
| July 31, 2024 | 57.30% |
| June 30, 2024 | 57.30% |
| May 31, 2024 | 57.30% |
| April 30, 2024 | 57.30% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
58.05%
Average
58.26%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Installed Building Products Inc | 61.69% |
| Charles & Colvard Ltd | 96.67% |
| Weyco Group Inc | 57.93% |
| LKQ Corp | 68.02% |
| RumbleON Inc | 98.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.350 |
| Beta (5Y) | 1.827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.60% |
| Historical Sharpe Ratio (5Y) | 0.32 |
| Historical Sortino (5Y) | 0.5307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.79% |