Funko Inc (FNKO)
10.33
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
10.33
0.00 (0.00%)
After-Hours: 20:00
Funko Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Hasbro Inc | 63.83% |
| Mattel Inc | 77.43% |
| Kontoor Brands Inc | -- |
| 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% |