Fox Factory Holding Corp (FOXF)
33.08
+0.86
(+2.67%)
USD |
NASDAQ |
Nov 22, 09:37
Fox Factory Max Drawdown (5Y): 80.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.92% |
| September 30, 2024 | 80.92% |
| August 31, 2024 | 79.31% |
| July 31, 2024 | 79.31% |
| June 30, 2024 | 79.31% |
| May 31, 2024 | 79.31% |
| April 30, 2024 | 79.29% |
| March 31, 2024 | 75.09% |
| February 29, 2024 | 74.70% |
| January 31, 2024 | 70.72% |
| December 31, 2023 | 70.72% |
| November 30, 2023 | 70.72% |
| October 31, 2023 | 62.78% |
| September 30, 2023 | 62.78% |
| August 31, 2023 | 62.78% |
| July 31, 2023 | 62.78% |
| June 30, 2023 | 62.78% |
| May 31, 2023 | 62.78% |
| April 30, 2023 | 62.78% |
| March 31, 2023 | 62.78% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Dec 2019
80.92%
Maximum
Sep 2024
61.31%
Average
58.70%
Median
Max Drawdown (5Y) Benchmarks
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Motorcar Parts of America Inc | 83.50% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.70 |
| Beta (5Y) | 1.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.47% |
| Historical Sharpe Ratio (5Y) | -0.2189 |
| Historical Sortino (5Y) | -0.3836 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.72% |