Fisker Inc (FSRNQ)
0.0159
0.00 (0.00%)
USD |
OTCM |
Jul 03, 16:00
Fisker Max Drawdown (5Y): 99.96% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 99.96% |
May 31, 2024 | 99.94% |
April 30, 2024 | 99.94% |
March 31, 2024 | 99.93% |
February 29, 2024 | 98.11% |
January 31, 2024 | 97.38% |
December 31, 2023 | 95.05% |
November 30, 2023 | 94.46% |
October 31, 2023 | 84.67% |
September 30, 2023 | 84.39% |
August 31, 2023 | 84.39% |
July 31, 2023 | 84.39% |
June 30, 2023 | 84.39% |
May 31, 2023 | 84.39% |
April 30, 2023 | 84.39% |
March 31, 2023 | 80.07% |
February 28, 2023 | 80.07% |
January 31, 2023 | 77.40% |
December 31, 2022 | 77.40% |
November 30, 2022 | 77.40% |
October 31, 2022 | 77.40% |
September 30, 2022 | 73.51% |
August 31, 2022 | 71.58% |
July 31, 2022 | 71.58% |
June 30, 2022 | 71.58% |
Date | Value |
---|---|
May 31, 2022 | 70.91% |
April 30, 2022 | 65.09% |
March 31, 2022 | 65.09% |
February 28, 2022 | 65.09% |
January 31, 2022 | 65.09% |
December 31, 2021 | 65.09% |
November 30, 2021 | 65.09% |
October 31, 2021 | 65.09% |
September 30, 2021 | 65.09% |
August 31, 2021 | 65.09% |
July 31, 2021 | 65.09% |
June 30, 2021 | 65.09% |
May 31, 2021 | 65.09% |
April 30, 2021 | 56.60% |
March 31, 2021 | 48.48% |
February 28, 2021 | 48.48% |
January 31, 2021 | 48.48% |
December 31, 2020 | 48.48% |
November 30, 2020 | 48.48% |
October 31, 2020 | 48.48% |
September 30, 2020 | 28.80% |
August 31, 2020 | 28.80% |
July 31, 2020 | 26.23% |
June 30, 2020 | 3.98% |
May 31, 2020 | 3.98% |
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
1.34%
Minimum
Jul 2019
99.96%
Maximum
Jun 2024
57.39%
Average
65.09%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Canoo Inc | 99.74% |
Workhorse Group Inc | 99.81% |
AYRO Inc | 99.79% |
Faraday Future Intelligent Electric Inc | -- |
Lucid Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -75.30 |
Beta (5Y) | 0.058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.7% |
Historical Sharpe Ratio (5Y) | -0.7403 |
Historical Sortino (5Y) | -1.035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.15% |