Friedman Industries, Inc. (FRD)
42.36
+0.51
(+1.22%)
USD |
NASDAQ |
Oct 09, 11:22
Friedman Industries Max Drawdown (5Y) : 53.55% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.55% |
| August 31, 2026 | 53.55% |
| July 31, 2026 | 53.55% |
| June 30, 2026 | 53.55% |
| May 31, 2026 | 53.55% |
| April 30, 2026 | 53.55% |
| March 31, 2026 | 53.55% |
| February 28, 2026 | 53.55% |
| January 31, 2026 | 53.55% |
| December 31, 2025 | 53.55% |
| November 30, 2025 | 53.55% |
| October 31, 2025 | 53.55% |
| September 30, 2025 | 53.55% |
| August 31, 2025 | 53.55% |
| July 31, 2025 | 53.55% |
| June 30, 2025 | 53.71% |
| May 31, 2025 | 58.71% |
| April 30, 2025 | 60.00% |
| March 31, 2025 | 61.58% |
| February 28, 2025 | 65.08% |
| January 31, 2025 | 65.08% |
| December 31, 2024 | 65.08% |
| November 30, 2024 | 65.08% |
| October 31, 2024 | 65.08% |
| September 30, 2024 | 65.08% |
| Date | Value |
|---|---|
| August 31, 2024 | 65.08% |
| July 31, 2024 | 65.08% |
| June 30, 2024 | 65.08% |
| May 31, 2024 | 65.08% |
| April 30, 2024 | 65.08% |
| March 31, 2024 | 65.08% |
| February 29, 2024 | 65.08% |
| January 31, 2024 | 65.08% |
| December 31, 2023 | 65.08% |
| November 30, 2023 | 65.08% |
| October 31, 2023 | 65.08% |
| September 30, 2023 | 65.08% |
| August 31, 2023 | 65.08% |
| July 31, 2023 | 65.08% |
| June 30, 2023 | 65.08% |
| May 31, 2023 | 65.08% |
| April 30, 2023 | 65.08% |
| March 31, 2023 | 65.08% |
| February 28, 2023 | 65.08% |
| January 31, 2023 | 65.08% |
| December 31, 2022 | 65.08% |
| November 30, 2022 | 65.08% |
| October 31, 2022 | 65.08% |
| September 30, 2022 | 65.08% |
| August 31, 2022 | 65.08% |
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
| Graphene & Solar Technologies Ltd. | 99.99% |
| Ampco-Pittsburgh Corp. | 91.36% |
| MP Materials Corp. | 81.99% |
| Arq, Inc. | 91.19% |
| Air Products & Chemicals, Inc. | 31.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.997 |
| Beta (5Y) | 1.650 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.11% |
| Historical Sharpe Ratio (5Y) | 0.3976 |
| Historical Sortino (5Y) | 0.8484 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.85% |