Ford Motor Co (F)
10.38
+0.16
(+1.52%)
USD |
NYSE |
Nov 04, 13:12
Ford Motor Max Drawdown (5Y): 66.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.06% |
| September 30, 2024 | 66.06% |
| August 31, 2024 | 66.06% |
| July 31, 2024 | 66.06% |
| June 30, 2024 | 66.06% |
| May 31, 2024 | 66.06% |
| April 30, 2024 | 66.06% |
| March 31, 2024 | 66.06% |
| February 29, 2024 | 66.06% |
| January 31, 2024 | 66.06% |
| December 31, 2023 | 66.06% |
| November 30, 2023 | 66.06% |
| October 31, 2023 | 66.06% |
| September 30, 2023 | 66.06% |
| August 31, 2023 | 66.06% |
| July 31, 2023 | 66.06% |
| June 30, 2023 | 66.06% |
| May 31, 2023 | 66.06% |
| April 30, 2023 | 66.06% |
| March 31, 2023 | 66.06% |
| February 28, 2023 | 66.06% |
| January 31, 2023 | 66.06% |
| December 31, 2022 | 66.06% |
| November 30, 2022 | 66.06% |
| October 31, 2022 | 66.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.06% |
| August 31, 2022 | 66.06% |
| July 31, 2022 | 66.06% |
| June 30, 2022 | 66.06% |
| May 31, 2022 | 66.06% |
| April 30, 2022 | 66.06% |
| March 31, 2022 | 66.06% |
| February 28, 2022 | 66.06% |
| January 31, 2022 | 66.06% |
| December 31, 2021 | 66.06% |
| November 30, 2021 | 66.06% |
| October 31, 2021 | 66.06% |
| September 30, 2021 | 66.06% |
| August 31, 2021 | 66.06% |
| July 31, 2021 | 66.06% |
| June 30, 2021 | 66.06% |
| May 31, 2021 | 66.06% |
| April 30, 2021 | 66.06% |
| March 31, 2021 | 66.06% |
| February 28, 2021 | 66.06% |
| January 31, 2021 | 66.06% |
| December 31, 2020 | 66.06% |
| November 30, 2020 | 66.06% |
| October 31, 2020 | 66.06% |
| September 30, 2020 | 66.06% |
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
45.21%
Minimum
Nov 2019
66.06%
Maximum
Mar 2020
64.67%
Average
66.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Rivian Automotive Inc | -- |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Lucid Group Inc | -- |
| Worksport Ltd | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.23 |
| Beta (5Y) | 1.621 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.64% |
| Historical Sharpe Ratio (5Y) | 0.1171 |
| Historical Sortino (5Y) | 0.1969 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.93% |