Funko Inc (FNKO)
11.51
+0.21
(+1.86%)
USD |
NASDAQ |
Nov 04, 16:00
11.50
-0.01
(-0.09%)
After-Hours: 20:00
Funko Max Drawdown (5Y): 89.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.76% |
| September 30, 2024 | 89.76% |
| August 31, 2024 | 89.76% |
| July 31, 2024 | 89.76% |
| June 30, 2024 | 89.76% |
| May 31, 2024 | 89.76% |
| April 30, 2024 | 89.76% |
| March 31, 2024 | 89.76% |
| February 29, 2024 | 89.76% |
| January 31, 2024 | 89.76% |
| December 31, 2023 | 89.76% |
| November 30, 2023 | 89.76% |
| October 31, 2023 | 89.76% |
| September 30, 2023 | 89.76% |
| August 31, 2023 | 89.76% |
| July 31, 2023 | 89.76% |
| June 30, 2023 | 89.76% |
| May 31, 2023 | 89.76% |
| April 30, 2023 | 89.76% |
| March 31, 2023 | 89.76% |
| February 28, 2023 | 89.76% |
| January 31, 2023 | 89.76% |
| December 31, 2022 | 89.76% |
| November 30, 2022 | 89.76% |
| October 31, 2022 | 89.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.76% |
| August 31, 2022 | 89.76% |
| July 31, 2022 | 89.76% |
| June 30, 2022 | 89.76% |
| May 31, 2022 | 89.76% |
| April 30, 2022 | 89.76% |
| March 31, 2022 | 89.76% |
| February 28, 2022 | 89.76% |
| January 31, 2022 | 89.76% |
| December 31, 2021 | 89.76% |
| November 30, 2021 | 89.76% |
| October 31, 2021 | 89.76% |
| September 30, 2021 | 89.76% |
| August 31, 2021 | 89.76% |
| July 31, 2021 | 89.76% |
| June 30, 2021 | 89.76% |
| May 31, 2021 | 89.76% |
| April 30, 2021 | 89.76% |
| March 31, 2021 | 89.76% |
| February 28, 2021 | 89.76% |
| January 31, 2021 | 89.76% |
| December 31, 2020 | 89.76% |
| November 30, 2020 | 89.76% |
| October 31, 2020 | 89.76% |
| September 30, 2020 | 89.76% |
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
62.74%
Minimum
Nov 2019
89.76%
Maximum
Apr 2020
88.12%
Average
89.76%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Hasbro Inc | 63.83% |
| Mattel Inc | 77.43% |
| Kontoor Brands Inc | 67.15% |
| Reynolds Consumer Products Inc | -- |
| Escalade Inc | 71.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.97 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.27% |
| Historical Sharpe Ratio (5Y) | -0.14 |
| Historical Sortino (5Y) | -0.1943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.47% |