SunPower Corp (SPWRQ)
0.0001
USD |
OTCM |
Nov 13, 16:00
SunPower 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 | 100.00% |
| August 31, 2024 | 99.89% |
| July 31, 2024 | 98.74% |
| June 30, 2024 | 96.52% |
| May 31, 2024 | 96.52% |
| April 30, 2024 | 96.52% |
| March 31, 2024 | 95.39% |
| February 29, 2024 | 94.56% |
| January 31, 2024 | 94.56% |
| December 31, 2023 | 92.98% |
| November 30, 2023 | 92.98% |
| October 31, 2023 | 92.59% |
| September 30, 2023 | 88.80% |
| August 31, 2023 | 88.80% |
| July 31, 2023 | 88.80% |
| June 30, 2023 | 88.80% |
| May 31, 2023 | 88.80% |
| April 30, 2023 | 88.80% |
| March 31, 2023 | 88.80% |
| February 28, 2023 | 88.80% |
| January 31, 2023 | 88.80% |
| December 31, 2022 | 88.80% |
| November 30, 2022 | 88.80% |
| October 31, 2022 | 88.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.80% |
| August 31, 2022 | 88.80% |
| July 31, 2022 | 88.80% |
| June 30, 2022 | 88.80% |
| May 31, 2022 | 88.80% |
| April 30, 2022 | 88.80% |
| March 31, 2022 | 88.80% |
| February 28, 2022 | 88.80% |
| January 31, 2022 | 88.80% |
| December 31, 2021 | 88.80% |
| November 30, 2021 | 88.80% |
| October 31, 2021 | 88.80% |
| September 30, 2021 | 88.80% |
| August 31, 2021 | 88.80% |
| July 31, 2021 | 88.80% |
| June 30, 2021 | 88.80% |
| May 31, 2021 | 88.80% |
| April 30, 2021 | 88.80% |
| March 31, 2021 | 88.80% |
| February 28, 2021 | 88.80% |
| January 31, 2021 | 88.80% |
| December 31, 2020 | 88.80% |
| November 30, 2020 | 88.80% |
| October 31, 2020 | 88.80% |
| September 30, 2020 | 88.80% |
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
88.80%
Minimum
Nov 2019
100.0%
Maximum
Oct 2024
90.41%
Average
88.80%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| mpower Technologies Inc | 99.99% |
| iSun Inc | 100.00% |
| First Solar Inc | 61.26% |
| Enphase Energy Inc | 77.51% |
| Array Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -113.64 |
| Beta (5Y) | 1.868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.6% |
| Historical Sharpe Ratio (5Y) | -0.7813 |
| Historical Sortino (5Y) | -1.078 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 71.17% |