Fox Factory Holding Corp (FOXF)

29.87 +0.19 (+0.64%) USD  |  NASDAQ  |  Dec 20, 16:00
29.88 +0.01 (+0.03%) After-Hours: 20:00
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Fox Factory Max Drawdown (5Y): 83.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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 99.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -36.96
Beta (5Y) 1.598
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.92%
Historical Sharpe Ratio (5Y) -0.2743
Historical Sortino (5Y) -0.4898
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.72%