Funko Inc (FNKO)
6.20
+0.09
(+1.47%)
USD |
NASDAQ |
Apr 24, 15:17
Funko Max Drawdown (5Y): 89.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 89.76% |
July 31, 2020 | 89.76% |
June 30, 2020 | 89.76% |
May 31, 2020 | 89.76% |
April 30, 2020 | 89.76% |
March 31, 2020 | 88.28% |
February 29, 2020 | 73.95% |
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
Apr 2019
89.76%
Maximum
Apr 2020
84.97%
Average
89.76%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Kontoor Brands Inc | -- |
Reynolds Consumer Products Inc | -- |
Hasbro Inc | 63.83% |
Escalade Inc | 71.25% |
Fossil Group Inc | 96.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.71 |
Beta (5Y) | 1.045 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.38% |
Historical Sharpe Ratio (5Y) | -0.3326 |
Historical Sortino (5Y) | -0.4568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.47% |