Fossil Group, Inc. (FOSL)
7.15
+0.15
(+2.14%)
USD |
NASDAQ |
Oct 09, 16:00
7.16
+0.01
(+0.14%)
After-Hours: 20:00
Fossil Group Max Drawdown (5Y) : 96.71% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 96.71% |
| August 31, 2026 | 96.71% |
| July 31, 2026 | 96.71% |
| June 30, 2026 | 96.71% |
| May 31, 2026 | 96.71% |
| April 30, 2026 | 96.71% |
| March 31, 2026 | 96.71% |
| February 28, 2026 | 96.71% |
| January 31, 2026 | 96.71% |
| December 31, 2025 | 96.71% |
| November 30, 2025 | 96.71% |
| October 31, 2025 | 96.71% |
| September 30, 2025 | 96.71% |
| August 31, 2025 | 96.71% |
| July 31, 2025 | 96.71% |
| June 30, 2025 | 96.71% |
| May 31, 2025 | 96.71% |
| April 30, 2025 | 96.71% |
| March 31, 2025 | 96.71% |
| February 28, 2025 | 96.71% |
| January 31, 2025 | 96.71% |
| December 31, 2024 | 96.71% |
| November 30, 2024 | 96.71% |
| October 31, 2024 | 96.71% |
| September 30, 2024 | 96.71% |
| Date | Value |
|---|---|
| August 31, 2024 | 96.71% |
| July 31, 2024 | 96.71% |
| June 30, 2024 | 96.71% |
| May 31, 2024 | 96.71% |
| April 30, 2024 | 96.71% |
| March 31, 2024 | 96.58% |
| February 29, 2024 | 96.44% |
| January 31, 2024 | 96.44% |
| December 31, 2023 | 96.44% |
| November 30, 2023 | 96.44% |
| October 31, 2023 | 96.44% |
| September 30, 2023 | 96.44% |
| August 31, 2023 | 96.44% |
| July 31, 2023 | 96.44% |
| June 30, 2023 | 96.44% |
| May 31, 2023 | 96.44% |
| April 30, 2023 | 96.44% |
| March 31, 2023 | 96.44% |
| February 28, 2023 | 96.44% |
| January 31, 2023 | 96.44% |
| December 31, 2022 | 96.44% |
| November 30, 2022 | 96.44% |
| October 31, 2022 | 96.44% |
| September 30, 2022 | 96.44% |
| August 31, 2022 | 96.44% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| FIGS, Inc. | 92.77% |
| Boot Barn Holdings, Inc. | 60.62% |
| Victoria's Secret & Co. | 80.87% |
| Ralph Lauren Corp. | 37.91% |
| Tapestry, Inc. | 46.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.46 |
| Beta (5Y) | 1.554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.87% |
| Historical Sharpe Ratio (5Y) | -0.1641 |
| Historical Sortino (5Y) | -0.4201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.32% |