Energy Focus Inc (EFOI)
1.59
+0.08
(+5.30%)
USD |
NASDAQ |
Apr 30, 12:40
Energy Focus Max Drawdown (5Y): 99.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.00% |
| February 29, 2024 | 99.00% |
| January 31, 2024 | 99.00% |
| December 31, 2023 | 99.00% |
| November 30, 2023 | 99.00% |
| October 31, 2023 | 99.00% |
| September 30, 2023 | 99.00% |
| August 31, 2023 | 99.00% |
| July 31, 2023 | 99.00% |
| June 30, 2023 | 99.00% |
| May 31, 2023 | 99.00% |
| April 30, 2023 | 99.00% |
| March 31, 2023 | 99.00% |
| February 28, 2023 | 99.00% |
| January 31, 2023 | 99.00% |
| December 31, 2022 | 99.00% |
| November 30, 2022 | 99.00% |
| October 31, 2022 | 99.00% |
| September 30, 2022 | 99.00% |
| August 31, 2022 | 99.00% |
| July 31, 2022 | 99.00% |
| June 30, 2022 | 99.00% |
| May 31, 2022 | 99.00% |
| April 30, 2022 | 99.00% |
| March 31, 2022 | 99.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.00% |
| January 31, 2022 | 99.00% |
| December 31, 2021 | 99.00% |
| November 30, 2021 | 99.00% |
| October 31, 2021 | 99.00% |
| September 30, 2021 | 99.00% |
| August 31, 2021 | 99.00% |
| July 31, 2021 | 99.00% |
| June 30, 2021 | 99.00% |
| May 31, 2021 | 99.00% |
| April 30, 2021 | 99.00% |
| March 31, 2021 | 99.00% |
| February 28, 2021 | 99.00% |
| January 31, 2021 | 99.00% |
| December 31, 2020 | 99.00% |
| November 30, 2020 | 99.00% |
| October 31, 2020 | 99.00% |
| September 30, 2020 | 99.00% |
| August 31, 2020 | 99.00% |
| July 31, 2020 | 99.00% |
| June 30, 2020 | 99.00% |
| May 31, 2020 | 99.00% |
| April 30, 2020 | 99.00% |
| March 31, 2020 | 98.96% |
| February 29, 2020 | 98.62% |
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
98.20%
Minimum
Apr 2019
99.00%
Maximum
Apr 2020
98.92%
Average
99.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Gentherm Inc | 60.24% |
| Lucid Group Inc | -- |
| Envirotech Vehicles Inc | 99.65% |
| Rivian Automotive Inc | -- |
| Phinia Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.10 |
| Beta (5Y) | 1.830 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.2% |
| Historical Sharpe Ratio (5Y) | -0.341 |
| Historical Sortino (5Y) | -1.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.19% |