Nikola Corp (NKLA)
3.245
-0.04
(-1.07%)
USD |
NASDAQ |
Nov 05, 11:44
Nikola Max Drawdown (5Y): 99.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.84% |
| September 30, 2024 | 99.83% |
| August 31, 2024 | 99.73% |
| July 31, 2024 | 99.69% |
| June 30, 2024 | 99.66% |
| May 31, 2024 | 99.38% |
| April 30, 2024 | 99.32% |
| March 31, 2024 | 99.32% |
| February 29, 2024 | 99.32% |
| January 31, 2024 | 99.32% |
| December 31, 2023 | 99.32% |
| November 30, 2023 | 99.32% |
| October 31, 2023 | 99.32% |
| September 30, 2023 | 99.32% |
| August 31, 2023 | 99.32% |
| July 31, 2023 | 99.32% |
| June 30, 2023 | 99.32% |
| May 31, 2023 | 99.26% |
| April 30, 2023 | 98.99% |
| March 31, 2023 | 98.48% |
| February 28, 2023 | 97.35% |
| January 31, 2023 | 97.35% |
| December 31, 2022 | 97.35% |
| November 30, 2022 | 97.12% |
| October 31, 2022 | 96.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.59% |
| August 31, 2022 | 94.08% |
| July 31, 2022 | 94.08% |
| June 30, 2022 | 94.08% |
| May 31, 2022 | 93.62% |
| April 30, 2022 | 91.67% |
| March 31, 2022 | 91.67% |
| February 28, 2022 | 91.43% |
| January 31, 2022 | 91.26% |
| December 31, 2021 | 88.60% |
| November 30, 2021 | 88.60% |
| October 31, 2021 | 88.60% |
| September 30, 2021 | 88.60% |
| August 31, 2021 | 88.60% |
| July 31, 2021 | 87.90% |
| June 30, 2021 | 87.90% |
| May 31, 2021 | 87.90% |
| April 30, 2021 | 87.90% |
| March 31, 2021 | 82.75% |
| February 28, 2021 | 82.75% |
| January 31, 2021 | 82.75% |
| December 31, 2020 | 82.75% |
| November 30, 2020 | 77.57% |
| October 31, 2020 | 77.57% |
| September 30, 2020 | 77.57% |
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
1.13%
Minimum
Nov 2019
99.84%
Maximum
Oct 2024
81.91%
Average
92.64%
Median
Max Drawdown (5Y) Benchmarks
| Art's-Way Manufacturing Co Inc | 80.71% |
| CEA Industries Inc | 98.77% |
| 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% |