Canoo Inc (GOEV)

1.47 -0.11 (-6.96%) USD  |  NASDAQ  |  Dec 24, 16:00
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Canoo Max Drawdown (5Y): 99.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Rivian Automotive Inc --
Lucid Group Inc --
Ford Motor Co 66.45%
Workhorse Group Inc 99.93%
AYRO Inc 99.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -89.93
Beta (5Y) 1.145
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 87.88%
Historical Sharpe Ratio (5Y) -0.8493
Historical Sortino (5Y) -1.534
Monthly Value at Risk (VaR) 5% (5Y Lookback) 41.79%