FERG Ferguson

Fundamental Data

Get detailed Fundamental insights of Ferguson and compare it to the S&P500.
YTD Return
FERG +7.83%
vs.
SPY +20.13%
1-Year Return
FERG +35.41%
vs.
SPY +28.71%
3-Year Return
FERG +8.85%
vs.
SPY +5.95%

Worst 10 Drawdowns of FERG

Started Recovered Drawdown Days
Feb 19, 2020 Sep 28, 2020 -55.35% 223
Jan 4, 2022 Dec 8, 2023 -43.63% 704
Jul 16, 2015 Oct 4, 2017 -32.89% 812
Oct 2, 2018 Nov 5, 2019 -29.27% 400
Apr 8, 2024 Sep 19, 2024 -16.97% 165
Jan 23, 2018 Apr 19, 2018 -14.49% 87
Jan 6, 2015 Jan 23, 2015 -12.10% 18
Dec 7, 2017 Jan 11, 2018 -9.70% 36
Mar 26, 2015 Jun 12, 2015 -9.44% 79
Jan 27, 2015 Feb 23, 2015 -8.90% 28

FERG vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 19, 2024

Annual Return (%)

FERG
S&P500
Metric FERG S&P500
Cumulative Return +243.59% +177.94%
Compound Annual Growth Rate (CAGR) +9.17% +7.54%
Sharpe 0.51 0.68
Sortino 0.73 0.95
Max Drawdown -55.35% -34.1%
Longest Drawdown Days 812 745
Volatility (ann.) 42.31% 17.83%
Correlation 14.81% -
R^2 0.02 -
Calmar 0.17 0.22
Skew -0.09 -0.55
Kurtosis 15.91 12.47
Expected Daily +0.05% +0.04%
Expected Monthly +1.06% +0.88%
Expected Yearly +13.14% +10.76%
Kelly Criterion 6.09% 6.47%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.30% -1.80%
Expected Shortfall (cVaR) -4.30% -1.80%
Max Consecutive Wins 12 10
Max Consecutive Losses 7 8
Gain/Pain Ratio 0.13 0.14
Gain/Pain (1M) 0.81 0.79
Payoff Ratio 0.99 0.95
Profit Factor 1.13 1.14
Outlier Win Ratio 3.95 5.77
Outlier Loss Ratio 2.33 7.16
MTD +1.20% +1.30%
3M +2.95% +4.10%
6M +0.69% +11.33%
Best Day +32.41% +9.06%
Worst Day -22.71% -10.94%
Best Month +21.54% +12.70%
Worst Month -35.10% -13.00%
Best Year +52.06% +28.79%
Worst Year -29.22% -19.48%
Avg. Drawdown -6.10% -1.83%
Avg. Drawdown Days 49 22
Recovery Factor 3.81 3.45
Ulcer Index 0.17 0.08
Avg. Up Month +6.68% +3.81%
Avg. Down Month -7.79% -4.60%
Win Days 53.28% 54.39%
Win Month 60.68% 67.52%
Win Quarter 71.79% 76.92%
Win Year 70.00% 70.00%

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