Canoo Inc (GOEV)
2.70
-0.20
(-6.90%)
USD |
NASDAQ |
Apr 25, 16:00
2.84
+0.14
(+5.19%)
After-Hours: 06:15
Canoo Max Drawdown (5Y): 99.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.74% |
| February 29, 2024 | 99.52% |
| January 31, 2024 | 99.29% |
| December 31, 2023 | 98.97% |
| November 30, 2023 | 98.97% |
| October 31, 2023 | 98.81% |
| September 30, 2023 | 98.07% |
| August 31, 2023 | 98.07% |
| July 31, 2023 | 98.07% |
| June 30, 2023 | 98.07% |
| May 31, 2023 | 97.64% |
| April 30, 2023 | 97.64% |
| March 31, 2023 | 97.45% |
| February 28, 2023 | 96.82% |
| January 31, 2023 | 95.20% |
| December 31, 2022 | 95.20% |
| November 30, 2022 | 95.20% |
| October 31, 2022 | 94.14% |
| September 30, 2022 | 91.59% |
| August 31, 2022 | 91.59% |
| July 31, 2022 | 91.59% |
| June 30, 2022 | 91.59% |
| May 31, 2022 | 87.32% |
| April 30, 2022 | 78.59% |
| March 31, 2022 | 77.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.68% |
| January 31, 2022 | 76.05% |
| December 31, 2021 | 73.50% |
| November 30, 2021 | 73.50% |
| October 31, 2021 | 73.50% |
| September 30, 2021 | 73.50% |
| August 31, 2021 | 73.50% |
| July 31, 2021 | 67.77% |
| June 30, 2021 | 67.77% |
| May 31, 2021 | 67.77% |
| April 30, 2021 | 65.23% |
| March 31, 2021 | 58.95% |
| February 28, 2021 | 43.18% |
| January 31, 2021 | 43.18% |
| December 31, 2020 | 37.27% |
| November 30, 2020 | 21.31% |
| October 31, 2020 | 21.23% |
| September 30, 2020 | 15.69% |
| August 31, 2020 | 12.57% |
| July 31, 2020 | 8.63% |
| June 30, 2020 | 5.38% |
| May 31, 2020 | 5.38% |
| April 30, 2020 | 5.38% |
| March 31, 2020 | 5.38% |
| February 29, 2020 | 5.38% |
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
5.38%
Minimum
Apr 2019
99.74%
Maximum
Mar 2024
58.31%
Average
73.50%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Fisker Inc | 99.93% |
| Rivian Automotive Inc | -- |
| Lucid Group Inc | -- |
| Ford Motor Co | 66.06% |
| Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.76 |
| Beta (5Y) | 1.229 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.89% |
| Historical Sharpe Ratio (5Y) | -0.7259 |
| Historical Sortino (5Y) | -1.232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |