Federal Signal Corp (FSS)
81.56
-0.28
(-0.34%)
USD |
NYSE |
Nov 04, 16:00
82.49
+0.93
(+1.14%)
Pre-Market: 08:42
Federal Signal Max Drawdown (5Y): 32.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 32.96% |
September 30, 2024 | 32.96% |
August 31, 2024 | 32.96% |
July 31, 2024 | 32.96% |
June 30, 2024 | 32.96% |
May 31, 2024 | 32.96% |
April 30, 2024 | 32.96% |
March 31, 2024 | 32.96% |
February 29, 2024 | 32.96% |
January 31, 2024 | 32.96% |
December 31, 2023 | 32.96% |
November 30, 2023 | 32.96% |
October 31, 2023 | 32.96% |
September 30, 2023 | 32.96% |
August 31, 2023 | 32.96% |
July 31, 2023 | 32.96% |
June 30, 2023 | 32.96% |
May 31, 2023 | 32.96% |
April 30, 2023 | 32.96% |
March 31, 2023 | 32.96% |
February 28, 2023 | 32.96% |
January 31, 2023 | 32.96% |
December 31, 2022 | 32.96% |
November 30, 2022 | 32.96% |
October 31, 2022 | 32.96% |
Date | Value |
---|---|
September 30, 2022 | 32.96% |
August 31, 2022 | 32.96% |
July 31, 2022 | 32.96% |
June 30, 2022 | 32.96% |
May 31, 2022 | 32.96% |
April 30, 2022 | 32.96% |
March 31, 2022 | 32.54% |
February 28, 2022 | 32.54% |
January 31, 2022 | 32.54% |
December 31, 2021 | 32.54% |
November 30, 2021 | 32.54% |
October 31, 2021 | 32.54% |
September 30, 2021 | 32.54% |
August 31, 2021 | 32.54% |
July 31, 2021 | 32.54% |
June 30, 2021 | 32.54% |
May 31, 2021 | 32.54% |
April 30, 2021 | 32.54% |
March 31, 2021 | 32.54% |
February 28, 2021 | 32.54% |
January 31, 2021 | 32.54% |
December 31, 2020 | 32.54% |
November 30, 2020 | 33.15% |
October 31, 2020 | 33.15% |
September 30, 2020 | 33.15% |
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
32.54%
Minimum
Dec 2020
33.15%
Maximum
Nov 2019
32.89%
Average
32.96%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 90.63% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.596 |
Beta (5Y) | 0.9538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.68% |
Historical Sharpe Ratio (5Y) | 0.7086 |
Historical Sortino (5Y) | 1.321 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |