L.B. Foster Co (FSTR)
27.27
+0.95
(+3.61%)
USD |
NASDAQ |
Nov 21, 16:00
28.05
+0.78
(+2.86%)
After-Hours: 20:00
L.B. Foster Max Drawdown (5Y): 77.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.90% |
| September 30, 2024 | 77.90% |
| August 31, 2024 | 77.90% |
| July 31, 2024 | 77.90% |
| June 30, 2024 | 77.90% |
| May 31, 2024 | 77.90% |
| April 30, 2024 | 77.90% |
| March 31, 2024 | 77.90% |
| February 29, 2024 | 77.90% |
| January 31, 2024 | 77.90% |
| December 31, 2023 | 77.90% |
| November 30, 2023 | 77.90% |
| October 31, 2023 | 77.90% |
| September 30, 2023 | 77.90% |
| August 31, 2023 | 77.90% |
| July 31, 2023 | 77.90% |
| June 30, 2023 | 77.90% |
| May 31, 2023 | 77.90% |
| April 30, 2023 | 77.90% |
| March 31, 2023 | 77.90% |
| February 28, 2023 | 77.90% |
| January 31, 2023 | 77.90% |
| December 31, 2022 | 77.90% |
| November 30, 2022 | 77.90% |
| October 31, 2022 | 77.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.90% |
| August 31, 2022 | 77.90% |
| July 31, 2022 | 77.90% |
| June 30, 2022 | 77.90% |
| May 31, 2022 | 77.90% |
| April 30, 2022 | 77.90% |
| March 31, 2022 | 77.90% |
| February 28, 2022 | 77.90% |
| January 31, 2022 | 77.91% |
| December 31, 2021 | 78.00% |
| November 30, 2021 | 78.00% |
| October 31, 2021 | 78.00% |
| September 30, 2021 | 78.00% |
| August 31, 2021 | 82.41% |
| July 31, 2021 | 82.41% |
| June 30, 2021 | 82.41% |
| May 31, 2021 | 83.23% |
| April 30, 2021 | 83.23% |
| March 31, 2021 | 83.23% |
| February 28, 2021 | 83.23% |
| January 31, 2021 | 83.23% |
| December 31, 2020 | 83.23% |
| November 30, 2020 | 83.23% |
| October 31, 2020 | 83.23% |
| September 30, 2020 | 83.23% |
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
77.90%
Minimum
Feb 2022
83.23%
Maximum
Nov 2019
79.82%
Average
77.90%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Global Industrial Co | 55.22% |
| Transcat Inc | 47.85% |
| Ryerson Holding Corp | 79.69% |
| Beacon Roofing Supply Inc | 81.98% |
| EVI Industries Inc | 83.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.38 |
| Beta (5Y) | 0.8304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.69% |
| Historical Sharpe Ratio (5Y) | -0.0371 |
| Historical Sortino (5Y) | -0.0558 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.16% |