Canoo Inc (GOEV)
2.77
-0.06
(-2.12%)
USD |
NASDAQ |
May 03, 16:00
2.77
0.00 (0.00%)
After-Hours: 20:00
Canoo Max Drawdown (5Y): 99.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.74% |
March 31, 2024 | 99.74% |
February 29, 2024 | 99.52% |
January 31, 2024 | 99.29% |
December 31, 2023 | 98.97% |
November 30, 2023 | 98.97% |
October 31, 2023 | 98.81% |
September 30, 2023 | 98.07% |
August 31, 2023 | 98.07% |
July 31, 2023 | 98.07% |
June 30, 2023 | 98.07% |
May 31, 2023 | 97.64% |
April 30, 2023 | 97.64% |
March 31, 2023 | 97.45% |
February 28, 2023 | 96.82% |
January 31, 2023 | 95.20% |
December 31, 2022 | 95.20% |
November 30, 2022 | 95.20% |
October 31, 2022 | 94.14% |
September 30, 2022 | 91.59% |
August 31, 2022 | 91.59% |
July 31, 2022 | 91.59% |
June 30, 2022 | 91.59% |
May 31, 2022 | 87.32% |
April 30, 2022 | 78.59% |
Date | Value |
---|---|
March 31, 2022 | 77.68% |
February 28, 2022 | 76.68% |
January 31, 2022 | 76.05% |
December 31, 2021 | 73.50% |
November 30, 2021 | 73.50% |
October 31, 2021 | 73.50% |
September 30, 2021 | 73.50% |
August 31, 2021 | 73.50% |
July 31, 2021 | 67.77% |
June 30, 2021 | 67.77% |
May 31, 2021 | 67.77% |
April 30, 2021 | 65.23% |
March 31, 2021 | 58.95% |
February 28, 2021 | 43.18% |
January 31, 2021 | 43.18% |
December 31, 2020 | 37.27% |
November 30, 2020 | 21.31% |
October 31, 2020 | 21.23% |
September 30, 2020 | 15.69% |
August 31, 2020 | 12.57% |
July 31, 2020 | 8.63% |
June 30, 2020 | 5.38% |
May 31, 2020 | 5.38% |
April 30, 2020 | 5.38% |
March 31, 2020 | 5.38% |
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
5.38%
Minimum
May 2019
99.74%
Maximum
Mar 2024
59.88%
Average
73.50%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Fisker Inc | 99.94% |
Rivian Automotive Inc | -- |
Mullen Automotive Inc | 100.00% |
Workhorse Group Inc | 99.63% |
Lucid Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -74.32 |
Beta (5Y) | 1.261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.22% |
Historical Sharpe Ratio (5Y) | -0.733 |
Historical Sortino (5Y) | -1.268 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |