Foresight Autonomous Holdings Ltd (FRSX)
1.05
-0.04
(-3.67%)
USD |
NASDAQ |
May 01, 16:00
1.04
-0.01
(-0.95%)
Pre-Market: 20:00
Foresight Autonomous Holdings Max Drawdown (5Y): 98.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.64% |
March 31, 2024 | 98.64% |
February 29, 2024 | 98.64% |
January 31, 2024 | 98.64% |
December 31, 2023 | 98.48% |
November 30, 2023 | 97.87% |
October 31, 2023 | 97.76% |
September 30, 2023 | 97.33% |
August 31, 2023 | 97.33% |
July 31, 2023 | 97.33% |
June 30, 2023 | 97.33% |
May 31, 2023 | 97.33% |
April 30, 2023 | 97.33% |
March 31, 2023 | 96.38% |
February 28, 2023 | 96.25% |
January 31, 2023 | 96.25% |
December 31, 2022 | 96.25% |
November 30, 2022 | 95.84% |
October 31, 2022 | 95.84% |
September 30, 2022 | 95.84% |
August 31, 2022 | 95.84% |
July 31, 2022 | 95.84% |
June 30, 2022 | 95.84% |
May 31, 2022 | 95.84% |
April 30, 2022 | 95.84% |
Date | Value |
---|---|
March 31, 2022 | 95.84% |
February 28, 2022 | 95.84% |
January 31, 2022 | 95.84% |
December 31, 2021 | 95.84% |
November 30, 2021 | 95.84% |
October 31, 2021 | 95.84% |
September 30, 2021 | 95.84% |
August 31, 2021 | 95.84% |
July 31, 2021 | 95.84% |
June 30, 2021 | 95.84% |
May 31, 2021 | 95.84% |
April 30, 2021 | 95.84% |
March 31, 2021 | 95.84% |
February 28, 2021 | 95.84% |
January 31, 2021 | 95.84% |
December 31, 2020 | 95.84% |
November 30, 2020 | 95.84% |
October 31, 2020 | 95.84% |
September 30, 2020 | 95.84% |
August 31, 2020 | 95.84% |
July 31, 2020 | 95.84% |
June 30, 2020 | 95.84% |
May 31, 2020 | 95.84% |
April 30, 2020 | 95.84% |
March 31, 2020 | 95.84% |
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
92.06%
Minimum
May 2019
98.64%
Maximum
Jan 2024
95.81%
Average
95.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.93 |
Beta (5Y) | 2.107 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 166.0% |
Historical Sharpe Ratio (5Y) | -0.2076 |
Historical Sortino (5Y) | -0.8954 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.48% |