Frontdoor Inc (FTDR)
31.05
+0.36
(+1.17%)
USD |
NASDAQ |
Apr 26, 16:00
31.06
0.00 (0.00%)
After-Hours: 20:00
Frontdoor Max Drawdown (5Y): 66.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.39% |
February 29, 2024 | 66.39% |
January 31, 2024 | 66.39% |
December 31, 2023 | 66.39% |
November 30, 2023 | 66.39% |
October 31, 2023 | 66.39% |
September 30, 2023 | 66.39% |
August 31, 2023 | 66.39% |
July 31, 2023 | 66.39% |
June 30, 2023 | 66.39% |
May 31, 2023 | 66.39% |
April 30, 2023 | 66.39% |
March 31, 2023 | 66.39% |
February 28, 2023 | 66.39% |
January 31, 2023 | 66.39% |
December 31, 2022 | 66.39% |
November 30, 2022 | 65.73% |
October 31, 2022 | 65.73% |
September 30, 2022 | 64.94% |
August 31, 2022 | 64.34% |
July 31, 2022 | 64.34% |
June 30, 2022 | 64.34% |
May 31, 2022 | 58.06% |
April 30, 2022 | 56.60% |
March 31, 2022 | 56.60% |
Date | Value |
---|---|
February 28, 2022 | 56.60% |
January 31, 2022 | 56.60% |
December 31, 2021 | 56.60% |
November 30, 2021 | 56.60% |
October 31, 2021 | 56.60% |
September 30, 2021 | 56.60% |
August 31, 2021 | 56.60% |
July 31, 2021 | 56.60% |
June 30, 2021 | 56.60% |
May 31, 2021 | 56.60% |
April 30, 2021 | 56.60% |
March 31, 2021 | 56.60% |
February 28, 2021 | 56.60% |
January 31, 2021 | 56.60% |
December 31, 2020 | 56.60% |
November 30, 2020 | 56.60% |
October 31, 2020 | 56.60% |
September 30, 2020 | 56.60% |
August 31, 2020 | 56.60% |
July 31, 2020 | 56.60% |
June 30, 2020 | 56.60% |
May 31, 2020 | 56.60% |
April 30, 2020 | 56.60% |
March 31, 2020 | 56.60% |
February 29, 2020 | 56.60% |
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
56.60%
Minimum
Apr 2019
66.39%
Maximum
Dec 2022
60.06%
Average
56.60%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Pedro’s List Inc | 100.00% |
Carriage Services Inc | 68.54% |
Mister Car Wash Inc | -- |
Patrick Industries Inc | 72.61% |
WW International Inc | 96.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.65 |
Beta (5Y) | 0.8857 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.15% |
Historical Sharpe Ratio (5Y) | -0.0854 |
Historical Sortino (5Y) | -0.1499 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.66% |