Freshpet Inc (FRPT)
156.57
+3.57
(+2.33%)
USD |
NASDAQ |
Nov 21, 16:00
152.27
-4.30
(-2.75%)
After-Hours: 20:00
Freshpet Max Drawdown (5Y): 79.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.01% |
| September 30, 2024 | 79.01% |
| August 31, 2024 | 79.01% |
| July 31, 2024 | 79.01% |
| June 30, 2024 | 79.01% |
| May 31, 2024 | 79.01% |
| April 30, 2024 | 79.01% |
| March 31, 2024 | 79.01% |
| February 29, 2024 | 79.01% |
| January 31, 2024 | 79.01% |
| December 31, 2023 | 79.01% |
| November 30, 2023 | 79.01% |
| October 31, 2023 | 79.01% |
| September 30, 2023 | 79.01% |
| August 31, 2023 | 79.01% |
| July 31, 2023 | 79.01% |
| June 30, 2023 | 79.01% |
| May 31, 2023 | 79.01% |
| April 30, 2023 | 79.01% |
| March 31, 2023 | 79.01% |
| February 28, 2023 | 79.01% |
| January 31, 2023 | 79.01% |
| December 31, 2022 | 79.01% |
| November 30, 2022 | 79.01% |
| October 31, 2022 | 79.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.01% |
| August 31, 2022 | 76.45% |
| July 31, 2022 | 75.19% |
| June 30, 2022 | 71.92% |
| May 31, 2022 | 69.14% |
| April 30, 2022 | 54.99% |
| March 31, 2022 | 57.19% |
| February 28, 2022 | 62.69% |
| January 31, 2022 | 62.69% |
| December 31, 2021 | 62.69% |
| November 30, 2021 | 64.26% |
| October 31, 2021 | 68.38% |
| September 30, 2021 | 68.38% |
| August 31, 2021 | 68.38% |
| July 31, 2021 | 68.38% |
| June 30, 2021 | 68.38% |
| May 31, 2021 | 68.38% |
| April 30, 2021 | 68.38% |
| March 31, 2021 | 72.39% |
| February 28, 2021 | 73.88% |
| January 31, 2021 | 76.98% |
| December 31, 2020 | 76.98% |
| November 30, 2020 | 76.98% |
| October 31, 2020 | 76.98% |
| September 30, 2020 | 76.98% |
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
54.99%
Minimum
Apr 2022
79.01%
Maximum
Sep 2022
74.85%
Average
76.98%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Central Garden & Pet Co | 44.08% |
| Spectrum Brands Holdings Inc | 79.43% |
| Caduceus Software Systems Corp | 94.99% |
| RegalWorks Media Inc | 97.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1653 |
| Beta (5Y) | 1.389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.62% |
| Historical Sharpe Ratio (5Y) | 0.3574 |
| Historical Sortino (5Y) | 0.5371 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.21% |