Liberty Formula One Group (FWONA)
63.01
+0.74
(+1.19%)
USD |
NASDAQ |
May 01, 16:00
63.07
+0.06
(+0.10%)
Pre-Market: 20:00
Liberty Formula One Group Max Drawdown (5Y): 60.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.76% |
| March 31, 2024 | 60.76% |
| February 29, 2024 | 63.38% |
| January 31, 2024 | 64.84% |
| December 31, 2023 | 67.61% |
| November 30, 2023 | 69.78% |
| October 31, 2023 | 70.09% |
| September 30, 2023 | 72.91% |
| August 31, 2023 | 72.91% |
| July 31, 2023 | 72.91% |
| June 30, 2023 | 72.91% |
| May 31, 2023 | 72.91% |
| April 30, 2023 | 72.91% |
| March 31, 2023 | 72.92% |
| February 28, 2023 | 74.42% |
| January 31, 2023 | 74.75% |
| December 31, 2022 | 74.75% |
| November 30, 2022 | 74.75% |
| October 31, 2022 | 74.75% |
| September 30, 2022 | 74.75% |
| August 31, 2022 | 74.75% |
| July 31, 2022 | 74.75% |
| June 30, 2022 | 74.75% |
| May 31, 2022 | 74.75% |
| April 30, 2022 | 74.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.75% |
| February 28, 2022 | 74.75% |
| January 31, 2022 | 74.75% |
| December 31, 2021 | 74.75% |
| November 30, 2021 | 74.75% |
| October 31, 2021 | 74.75% |
| September 30, 2021 | 74.75% |
| August 31, 2021 | 75.60% |
| July 31, 2021 | 75.60% |
| June 30, 2021 | 80.73% |
| May 31, 2021 | 80.91% |
| April 30, 2021 | 82.85% |
| March 31, 2021 | 83.89% |
| February 28, 2021 | 83.89% |
| January 31, 2021 | 83.89% |
| December 31, 2020 | 83.89% |
| November 30, 2020 | 83.89% |
| October 31, 2020 | 83.89% |
| September 30, 2020 | 83.89% |
| August 31, 2020 | 83.89% |
| July 31, 2020 | 83.89% |
| June 30, 2020 | 83.89% |
| May 31, 2020 | 83.89% |
| April 30, 2020 | 83.89% |
| March 31, 2020 | 83.89% |
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
60.76%
Minimum
Mar 2024
83.89%
Maximum
May 2019
77.30%
Average
74.75%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Sirius XM Holdings Inc | 61.75% |
| Liberty SiriusXM Group | 60.24% |
| Nexstar Media Group Inc | 64.56% |
| Mega Matrix Corp | 95.39% |
| Paramount Global | 88.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.066 |
| Beta (5Y) | 1.073 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.71% |
| Historical Sharpe Ratio (5Y) | 0.2561 |
| Historical Sortino (5Y) | 0.2883 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |