Foresight Autonomous Holdings Ltd (FRSX)
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NASDAQ |
Nov 07, 11:34
Foresight Autonomous Holdings Max Drawdown (5Y): 99.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.10% |
| September 30, 2024 | 99.01% |
| August 31, 2024 | 98.90% |
| July 31, 2024 | 98.64% |
| June 30, 2024 | 98.64% |
| May 31, 2024 | 98.64% |
| April 30, 2024 | 98.64% |
| March 31, 2024 | 98.64% |
| February 29, 2024 | 98.64% |
| January 31, 2024 | 98.64% |
| December 31, 2023 | 98.48% |
| November 30, 2023 | 97.87% |
| October 31, 2023 | 97.76% |
| September 30, 2023 | 97.33% |
| August 31, 2023 | 97.33% |
| July 31, 2023 | 97.33% |
| June 30, 2023 | 97.33% |
| May 31, 2023 | 97.33% |
| April 30, 2023 | 97.33% |
| March 31, 2023 | 96.38% |
| February 28, 2023 | 96.25% |
| January 31, 2023 | 96.25% |
| December 31, 2022 | 96.25% |
| November 30, 2022 | 95.84% |
| October 31, 2022 | 95.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.84% |
| August 31, 2022 | 95.84% |
| July 31, 2022 | 95.84% |
| June 30, 2022 | 95.84% |
| May 31, 2022 | 95.84% |
| April 30, 2022 | 95.84% |
| March 31, 2022 | 95.84% |
| February 28, 2022 | 95.84% |
| January 31, 2022 | 95.84% |
| December 31, 2021 | 95.84% |
| November 30, 2021 | 95.84% |
| October 31, 2021 | 95.84% |
| September 30, 2021 | 95.84% |
| August 31, 2021 | 95.84% |
| July 31, 2021 | 95.84% |
| June 30, 2021 | 95.84% |
| May 31, 2021 | 95.84% |
| April 30, 2021 | 95.84% |
| March 31, 2021 | 95.84% |
| February 28, 2021 | 95.84% |
| January 31, 2021 | 95.84% |
| December 31, 2020 | 95.84% |
| November 30, 2020 | 95.84% |
| October 31, 2020 | 95.84% |
| September 30, 2020 | 95.84% |
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
92.87%
Minimum
Nov 2019
99.10%
Maximum
Oct 2024
96.41%
Average
95.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.09 |
| Beta (5Y) | 1.712 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 160.8% |
| Historical Sharpe Ratio (5Y) | -0.2673 |
| Historical Sortino (5Y) | -1.126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.48% |