Fox Factory Holding Corp (FOXF)
115.85
-3.08 (-2.59%)
USD |
NASDAQ |
Mar 22, 16:00
115.85
0.00 (0.00%)
After-Hours: 20:00
Fox Factory Max Drawdown (5Y): 62.78% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 62.78% |
| January 31, 2023 | 62.78% |
| December 31, 2022 | 62.78% |
| November 30, 2022 | 62.78% |
| October 31, 2022 | 62.78% |
| September 30, 2022 | 62.78% |
| August 31, 2022 | 62.78% |
| July 31, 2022 | 62.78% |
| June 30, 2022 | 62.78% |
| May 31, 2022 | 59.23% |
| April 30, 2022 | 58.17% |
| March 31, 2022 | 58.17% |
| February 28, 2022 | 58.17% |
| January 31, 2022 | 58.17% |
| December 31, 2021 | 58.17% |
| November 30, 2021 | 58.17% |
| October 31, 2021 | 58.17% |
| September 30, 2021 | 58.17% |
| August 31, 2021 | 58.17% |
| July 31, 2021 | 58.17% |
| June 30, 2021 | 58.17% |
| May 31, 2021 | 58.17% |
| April 30, 2021 | 58.17% |
| March 31, 2021 | 58.17% |
| February 28, 2021 | 58.17% |
| Date | Value |
|---|---|
| January 31, 2021 | 58.17% |
| December 31, 2020 | 58.17% |
| November 30, 2020 | 58.17% |
| October 31, 2020 | 58.17% |
| September 30, 2020 | 58.17% |
| August 31, 2020 | 58.17% |
| July 31, 2020 | 58.17% |
| June 30, 2020 | 58.17% |
| May 31, 2020 | 58.17% |
| April 30, 2020 | 58.17% |
| March 31, 2020 | 54.20% |
| February 29, 2020 | 30.79% |
| January 31, 2020 | 30.79% |
| December 31, 2019 | 30.79% |
| November 30, 2019 | 30.79% |
| October 31, 2019 | 30.79% |
| September 30, 2019 | 30.83% |
| August 31, 2019 | 32.03% |
| July 31, 2019 | 32.03% |
| June 30, 2019 | 32.03% |
| May 31, 2019 | 32.03% |
| April 30, 2019 | 32.03% |
| March 31, 2019 | 32.03% |
| February 28, 2019 | 32.03% |
| January 31, 2019 | 32.03% |
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
30.79%
Minimum
Oct 2019
62.78%
Maximum
Jun 2022
48.24%
Average
58.17%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Unique Fabricating Inc | 97.12% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 54.73% |
| Motorcar Parts of America Inc | 73.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.548 |
| Beta (5Y) | 1.851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.47% |
| Historical Sharpe Ratio (5Y) | 0.7462 |
| Historical Sortino (5Y) | 1.393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.25% |