Frontdoor Inc (FTDR)
57.44
+1.12
(+1.99%)
USD |
NASDAQ |
Nov 21, 16:00
57.50
+0.06
(+0.10%)
Pre-Market: 20:00
Frontdoor Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| American International Holdings Corp | 100.00% |
| Patrick Industries Inc | 72.61% |
| WW International Inc | 98.47% |
| Driven Brands Holdings Inc | -- |
| FGI Industries Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.07 |
| Beta (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.27% |
| Historical Sharpe Ratio (5Y) | -0.0461 |
| Historical Sortino (5Y) | -0.0854 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.66% |