Fossil Group Inc (FOSL)
0.77
-0.01
(-1.23%)
USD |
NASDAQ |
Apr 18, 14:45
Fossil Group Max Drawdown (5Y): 96.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.58% |
| February 29, 2024 | 96.09% |
| January 31, 2024 | 96.09% |
| December 31, 2023 | 96.09% |
| November 30, 2023 | 96.09% |
| October 31, 2023 | 96.09% |
| September 30, 2023 | 96.09% |
| August 31, 2023 | 96.09% |
| July 31, 2023 | 96.09% |
| June 30, 2023 | 96.09% |
| May 31, 2023 | 96.09% |
| April 30, 2023 | 96.09% |
| March 31, 2023 | 96.09% |
| February 28, 2023 | 96.09% |
| January 31, 2023 | 96.09% |
| December 31, 2022 | 96.09% |
| November 30, 2022 | 96.09% |
| October 31, 2022 | 96.09% |
| September 30, 2022 | 96.09% |
| August 31, 2022 | 96.09% |
| July 31, 2022 | 96.09% |
| June 30, 2022 | 96.09% |
| May 31, 2022 | 96.09% |
| April 30, 2022 | 96.09% |
| March 31, 2022 | 96.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.09% |
| January 31, 2022 | 96.09% |
| December 31, 2021 | 96.09% |
| November 30, 2021 | 96.09% |
| October 31, 2021 | 96.09% |
| September 30, 2021 | 96.09% |
| August 31, 2021 | 96.09% |
| July 31, 2021 | 96.09% |
| June 30, 2021 | 96.09% |
| May 31, 2021 | 96.09% |
| April 30, 2021 | 96.09% |
| March 31, 2021 | 96.09% |
| February 28, 2021 | 96.09% |
| January 31, 2021 | 96.09% |
| December 31, 2020 | 96.09% |
| November 30, 2020 | 96.09% |
| October 31, 2020 | 96.09% |
| September 30, 2020 | 96.09% |
| August 31, 2020 | 96.09% |
| July 31, 2020 | 96.09% |
| June 30, 2020 | 96.09% |
| May 31, 2020 | 96.09% |
| April 30, 2020 | 95.99% |
| March 31, 2020 | 95.99% |
| February 29, 2020 | 95.77% |
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
95.77%
Minimum
Apr 2019
96.58%
Maximum
Mar 2024
96.03%
Average
96.09%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Escalade Inc | 71.25% |
| Hasbro Inc | 63.83% |
| Jakks Pacific Inc | 96.94% |
| Johnson Outdoors Inc | 70.63% |
| Mattel Inc | 77.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -69.10 |
| Beta (5Y) | 2.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.73% |
| Historical Sharpe Ratio (5Y) | -0.449 |
| Historical Sortino (5Y) | -1.137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.97% |