Liberty Formula One Group (FWONK)
71.98
-0.09
(-0.12%)
USD |
NASDAQ |
May 08, 16:00
71.98
0.00 (0.00%)
After-Hours: 20:00
Liberty Formula One Group Max Drawdown (5Y): 57.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.74% |
March 31, 2024 | 57.74% |
February 29, 2024 | 57.74% |
January 31, 2024 | 57.74% |
December 31, 2023 | 57.74% |
November 30, 2023 | 57.74% |
October 31, 2023 | 57.74% |
September 30, 2023 | 57.74% |
August 31, 2023 | 57.74% |
July 31, 2023 | 57.74% |
June 30, 2023 | 57.74% |
May 31, 2023 | 57.74% |
April 30, 2023 | 57.74% |
March 31, 2023 | 57.74% |
February 28, 2023 | 57.74% |
January 31, 2023 | 57.74% |
December 31, 2022 | 57.74% |
November 30, 2022 | 57.74% |
October 31, 2022 | 57.74% |
September 30, 2022 | 57.74% |
August 31, 2022 | 57.74% |
July 31, 2022 | 57.74% |
June 30, 2022 | 57.74% |
May 31, 2022 | 57.74% |
April 30, 2022 | 57.74% |
Date | Value |
---|---|
March 31, 2022 | 57.74% |
February 28, 2022 | 57.74% |
January 31, 2022 | 57.74% |
December 31, 2021 | 57.74% |
November 30, 2021 | 57.74% |
October 31, 2021 | 57.74% |
September 30, 2021 | 57.74% |
August 31, 2021 | 57.74% |
July 31, 2021 | 57.74% |
June 30, 2021 | 57.74% |
May 31, 2021 | 57.74% |
April 30, 2021 | 57.74% |
March 31, 2021 | 57.74% |
February 28, 2021 | 57.74% |
January 31, 2021 | 57.74% |
December 31, 2020 | 57.74% |
November 30, 2020 | 57.74% |
October 31, 2020 | 57.74% |
September 30, 2020 | 57.74% |
August 31, 2020 | 57.74% |
July 31, 2020 | 57.74% |
June 30, 2020 | 57.74% |
May 31, 2020 | 57.74% |
April 30, 2020 | 57.74% |
March 31, 2020 | 57.74% |
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
31.77%
Minimum
May 2019
57.74%
Maximum
Mar 2020
53.41%
Average
57.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sirius XM Holdings Inc | 61.75% |
Liberty SiriusXM Group | 60.24% |
Mega Matrix Corp | 95.39% |
Paramount Global | 88.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.096 |
Beta (5Y) | 1.072 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.90% |
Historical Sharpe Ratio (5Y) | 0.3199 |
Historical Sortino (5Y) | 0.358 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.03% |