Flowserve Corp (FLS)
49.70
+0.61
(+1.24%)
USD |
NYSE |
May 31, 16:00
49.67
-0.03
(-0.06%)
After-Hours: 20:00
Flowserve Max Drawdown (5Y): 64.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 64.82% |
April 30, 2024 | 64.82% |
March 31, 2024 | 64.82% |
February 29, 2024 | 64.82% |
January 31, 2024 | 64.82% |
December 31, 2023 | 64.82% |
November 30, 2023 | 64.82% |
October 31, 2023 | 64.82% |
September 30, 2023 | 64.82% |
August 31, 2023 | 64.82% |
July 31, 2023 | 64.82% |
June 30, 2023 | 64.82% |
May 31, 2023 | 64.82% |
April 30, 2023 | 64.82% |
March 31, 2023 | 64.82% |
February 28, 2023 | 64.82% |
January 31, 2023 | 64.82% |
December 31, 2022 | 64.82% |
November 30, 2022 | 64.82% |
October 31, 2022 | 64.82% |
September 30, 2022 | 64.82% |
August 31, 2022 | 64.82% |
July 31, 2022 | 64.82% |
June 30, 2022 | 64.82% |
May 31, 2022 | 64.82% |
Date | Value |
---|---|
April 30, 2022 | 64.82% |
March 31, 2022 | 64.82% |
February 28, 2022 | 64.82% |
January 31, 2022 | 64.82% |
December 31, 2021 | 64.82% |
November 30, 2021 | 64.82% |
October 31, 2021 | 64.82% |
September 30, 2021 | 64.82% |
August 31, 2021 | 64.82% |
July 31, 2021 | 64.82% |
June 30, 2021 | 64.82% |
May 31, 2021 | 64.82% |
April 30, 2021 | 64.82% |
March 31, 2021 | 64.82% |
February 28, 2021 | 64.82% |
January 31, 2021 | 64.82% |
December 31, 2020 | 64.82% |
November 30, 2020 | 64.82% |
October 31, 2020 | 64.82% |
September 30, 2020 | 64.82% |
August 31, 2020 | 64.82% |
July 31, 2020 | 64.82% |
June 30, 2020 | 64.82% |
May 31, 2020 | 64.82% |
April 30, 2020 | 64.82% |
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
55.52%
Minimum
Jun 2019
64.82%
Maximum
Mar 2020
63.43%
Average
64.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.14 |
Beta (5Y) | 1.443 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.01% |
Historical Sharpe Ratio (5Y) | 0.0429 |
Historical Sortino (5Y) | 0.0495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |