Luminar Technologies Inc (LAZR)
10.85
-0.54
(-4.75%)
USD |
NASDAQ |
Nov 21, 16:00
10.80
-0.05
(-0.46%)
After-Hours: 20:00
Luminar Technologies Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Miller Industries Inc | 53.25% |
| Worksport Ltd | 99.49% |
| SES AI Corp | -- |
| Harley-Davidson Inc | 73.29% |
| American Woodmark Corp | 74.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.30 |
| Beta (5Y) | 1.612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.4% |
| Historical Sharpe Ratio (5Y) | -0.3956 |
| Historical Sortino (5Y) | -1.092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.39% |