Federal Signal Corp. (FSS)
118.14
+1.71
(+1.47%)
USD |
NYSE |
Oct 06, 16:00
118.00
-0.14
(-0.12%)
Pre-Market: 20:00
Federal Signal Max Drawdown (5Y) : 32.96% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 32.96% |
| August 31, 2026 | 32.96% |
| July 31, 2026 | 32.96% |
| June 30, 2026 | 32.96% |
| May 31, 2026 | 32.96% |
| April 30, 2026 | 32.96% |
| March 31, 2026 | 32.96% |
| February 28, 2026 | 32.96% |
| January 31, 2026 | 32.96% |
| December 31, 2025 | 32.96% |
| November 30, 2025 | 32.96% |
| October 31, 2025 | 32.96% |
| September 30, 2025 | 32.96% |
| August 31, 2025 | 32.96% |
| July 31, 2025 | 32.96% |
| June 30, 2025 | 32.96% |
| May 31, 2025 | 32.96% |
| April 30, 2025 | 32.96% |
| March 31, 2025 | 32.96% |
| February 28, 2025 | 32.96% |
| January 31, 2025 | 32.96% |
| December 31, 2024 | 32.96% |
| November 30, 2024 | 32.96% |
| October 31, 2024 | 32.96% |
| September 30, 2024 | 32.96% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 32.96% |
| August 31, 2022 | 32.96% |
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
| Astec Industries, Inc. | 62.42% |
| Hyster-Yale, Inc. | 77.60% |
| The Gorman-Rupp Co. | 49.27% |
| Oshkosh Corp. | 47.75% |
| Enerpac Tool Group Corp. | 46.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.156 |
| Beta (5Y) | 1.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.29% |
| Historical Sharpe Ratio (5Y) | 0.6768 |
| Historical Sortino (5Y) | 1.405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.51% |