Fossil Group Inc (FOSL)
1.15
-0.05
(-4.17%)
USD |
NASDAQ |
Nov 21, 16:00
Fossil Group Max Drawdown (5Y): 96.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.71% |
| September 30, 2024 | 96.71% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.44% |
| August 31, 2022 | 96.44% |
| July 31, 2022 | 96.44% |
| June 30, 2022 | 96.44% |
| May 31, 2022 | 96.44% |
| April 30, 2022 | 96.44% |
| March 31, 2022 | 96.44% |
| February 28, 2022 | 96.44% |
| January 31, 2022 | 96.44% |
| December 31, 2021 | 96.44% |
| November 30, 2021 | 96.44% |
| October 31, 2021 | 96.44% |
| September 30, 2021 | 96.44% |
| August 31, 2021 | 96.44% |
| July 31, 2021 | 96.44% |
| June 30, 2021 | 96.44% |
| May 31, 2021 | 96.44% |
| April 30, 2021 | 96.44% |
| March 31, 2021 | 96.44% |
| February 28, 2021 | 96.44% |
| January 31, 2021 | 96.44% |
| December 31, 2020 | 96.44% |
| November 30, 2020 | 96.44% |
| October 31, 2020 | 96.44% |
| September 30, 2020 | 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
95.77%
Minimum
Nov 2019
96.71%
Maximum
Apr 2024
96.43%
Average
96.44%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Clarus Corp | 86.65% |
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.48 |
| Beta (5Y) | 2.185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.10% |
| Historical Sharpe Ratio (5Y) | -0.388 |
| Historical Sortino (5Y) | -1.023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.52% |