Fox Factory Holding Corp (FOXF)
46.62
+0.78
(+1.70%)
USD |
NASDAQ |
May 31, 16:00
46.61
-0.01
(-0.02%)
After-Hours: 20:00
Fox Factory Max Drawdown (5Y): 79.31% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 79.31% |
April 30, 2024 | 79.29% |
March 31, 2024 | 75.09% |
February 29, 2024 | 74.70% |
January 31, 2024 | 70.72% |
December 31, 2023 | 70.72% |
November 30, 2023 | 70.72% |
October 31, 2023 | 62.78% |
September 30, 2023 | 62.78% |
August 31, 2023 | 62.78% |
July 31, 2023 | 62.78% |
June 30, 2023 | 62.78% |
May 31, 2023 | 62.78% |
April 30, 2023 | 62.78% |
March 31, 2023 | 62.78% |
February 28, 2023 | 62.78% |
January 31, 2023 | 62.78% |
December 31, 2022 | 62.78% |
November 30, 2022 | 62.78% |
October 31, 2022 | 62.78% |
September 30, 2022 | 62.78% |
August 31, 2022 | 62.78% |
July 31, 2022 | 62.78% |
June 30, 2022 | 62.78% |
May 31, 2022 | 59.23% |
Date | Value |
---|---|
April 30, 2022 | 58.17% |
March 31, 2022 | 58.17% |
February 28, 2022 | 58.17% |
January 31, 2022 | 58.17% |
December 31, 2021 | 58.17% |
November 30, 2021 | 58.17% |
October 31, 2021 | 58.17% |
September 30, 2021 | 58.17% |
August 31, 2021 | 58.17% |
July 31, 2021 | 58.17% |
June 30, 2021 | 58.17% |
May 31, 2021 | 58.17% |
April 30, 2021 | 58.17% |
March 31, 2021 | 58.17% |
February 28, 2021 | 58.17% |
January 31, 2021 | 58.17% |
December 31, 2020 | 58.17% |
November 30, 2020 | 58.17% |
October 31, 2020 | 58.17% |
September 30, 2020 | 58.17% |
August 31, 2020 | 58.17% |
July 31, 2020 | 58.17% |
June 30, 2020 | 58.17% |
May 31, 2020 | 58.17% |
April 30, 2020 | 58.17% |
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
30.79%
Minimum
Oct 2019
79.31%
Maximum
May 2024
57.27%
Average
58.17%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Monro Inc | 71.50% |
Motorcar Parts of America Inc | 83.50% |
Sypris Solutions Inc | 76.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.50 |
Beta (5Y) | 1.707 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.27% |
Historical Sharpe Ratio (5Y) | -0.1618 |
Historical Sortino (5Y) | -0.287 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.72% |