Mullen Automotive Inc (MULN)
2.54
-0.91
(-26.38%)
USD |
NASDAQ |
Nov 15, 16:00
2.54
0.00 (0.00%)
After-Hours: 20:00
Mullen Automotive Max Drawdown (5Y): 100.0% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 100.0% |
| September 30, 2024 | 100.0% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.97% |
| May 31, 2023 | 99.83% |
| April 30, 2023 | 99.60% |
| March 31, 2023 | 99.45% |
| February 28, 2023 | 99.34% |
| January 31, 2023 | 99.34% |
| December 31, 2022 | 99.34% |
| November 30, 2022 | 99.34% |
| October 31, 2022 | 99.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.41% |
| August 31, 2022 | 99.42% |
| July 31, 2022 | 99.42% |
| June 30, 2022 | 99.58% |
| May 31, 2022 | 99.59% |
| April 30, 2022 | 99.59% |
| March 31, 2022 | 99.59% |
| February 28, 2022 | 99.59% |
| January 31, 2022 | 99.59% |
| December 31, 2021 | 99.59% |
| November 30, 2021 | 99.59% |
| October 31, 2021 | 99.59% |
| September 30, 2021 | 99.59% |
| August 31, 2021 | 99.59% |
| July 31, 2021 | 99.59% |
| June 30, 2021 | 99.59% |
| May 31, 2021 | 99.59% |
| April 30, 2021 | 99.59% |
| March 31, 2021 | 99.59% |
| February 28, 2021 | 99.59% |
| January 31, 2021 | 99.59% |
| December 31, 2020 | 99.59% |
| November 30, 2020 | 99.59% |
| October 31, 2020 | 99.59% |
| September 30, 2020 | 99.59% |
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
99.34%
Minimum
Oct 2022
100.0%
Maximum
Sep 2024
99.68%
Average
99.59%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ford Motor Co | 66.06% |
| Rivian Automotive Inc | -- |
| Workhorse Group Inc | 99.93% |
| AYRO Inc | 99.75% |
| Canoo Inc | 99.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -120.27 |
| Beta (5Y) | 1.748 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 213.3% |
| Historical Sharpe Ratio (5Y) | -0.458 |
| Historical Sortino (5Y) | -1.269 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 74.44% |