Nikola Corp (NKLA)
2.03
+0.12
(+6.28%)
USD |
NASDAQ |
Nov 21, 16:00
2.01
-0.02
(-0.99%)
After-Hours: 04:13
Nikola 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
| Art's-Way Manufacturing Co Inc | 80.71% |
| CEA Industries Inc | 98.82% |
| Urban-gro Inc | -- |
| Hydrofarm Holdings Group Inc | -- |
| Agrify Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -87.34 |
| Beta (5Y) | 2.075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 148.0% |
| Historical Sharpe Ratio (5Y) | -0.4093 |
| Historical Sortino (5Y) | -1.325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.44% |