FN Fabrinet

Fundamental Data

Get detailed Fundamental insights of Fabrinet and compare it to the S&P500.
YTD Return
FN +21.31%
vs.
SPY +18.46%
1-Year Return
FN +52.66%
vs.
SPY +27.00%
3-Year Return
FN +22.43%
vs.
SPY +5.68%

Worst 10 Drawdowns of FN

Started Recovered Drawdown Days
Feb 22, 2017 Nov 5, 2018 -51.11% 622
Jan 5, 2022 Nov 9, 2022 -38.70% 309
Jan 17, 2023 Aug 21, 2023 -33.82% 217
May 6, 2019 Dec 11, 2019 -31.30% 220
Feb 13, 2020 Jul 22, 2020 -30.11% 161
Mar 7, 2024 May 13, 2024 -27.86% 68
Jul 17, 2024 Aug 19, 2024 -26.99% 34
Oct 7, 2016 Feb 10, 2017 -26.27% 127
Aug 22, 2024 Sep 17, 2024 -24.26% 27
Aug 10, 2020 Dec 16, 2020 -22.20% 129

FN vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

FN
S&P500
Metric FN S&P500
Cumulative Return +1.24K% +174.09%
Compound Annual Growth Rate (CAGR) +20.28% +7.44%
Sharpe 0.84 0.67
Sortino 1.30 0.94
Max Drawdown -51.11% -34.1%
Longest Drawdown Days 622 745
Volatility (ann.) 42.52% 17.83%
Correlation 47.16% -
R^2 0.22 -
Calmar 0.4 0.22
Skew 1.06 -0.55
Kurtosis 15.19 12.49
Expected Daily +0.11% +0.04%
Expected Monthly +2.24% +0.87%
Expected Yearly +29.64% +10.61%
Kelly Criterion 6.14% 6.73%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.26% -1.80%
Expected Shortfall (cVaR) -4.26% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 7 8
Gain/Pain Ratio 0.17 0.14
Gain/Pain (1M) 0.97 0.78
Payoff Ratio 1.06 0.96
Profit Factor 1.17 1.14
Outlier Win Ratio 2.72 7.06
Outlier Loss Ratio 2.86 6.51
MTD -5.24% -0.11%
3M -4.16% +3.74%
6M +15.43% +10.44%
Best Day +31.58% +9.06%
Worst Day -18.41% -10.94%
Best Month +38.40% +12.70%
Worst Month -29.54% -13.00%
Best Year +78.78% +28.79%
Worst Year -28.78% -19.48%
Avg. Drawdown -7.59% -1.83%
Avg. Drawdown Days 34 22
Recovery Factor 6.77 3.41
Ulcer Index 0.16 0.08
Avg. Up Month +10.54% +3.91%
Avg. Down Month -7.19% -4.88%
Win Days 51.69% 54.39%
Win Month 58.12% 66.67%
Win Quarter 69.23% 76.92%
Win Year 90.00% 70.00%

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