Tesla Inc (TSLA)
165.11
+2.98
(+1.84%)
USD |
NASDAQ |
Apr 25, 10:34
Tesla Max Drawdown (5Y): 73.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.63% |
| February 29, 2024 | 73.63% |
| January 31, 2024 | 73.63% |
| December 31, 2023 | 73.63% |
| November 30, 2023 | 73.63% |
| October 31, 2023 | 73.63% |
| September 30, 2023 | 73.63% |
| August 31, 2023 | 73.63% |
| July 31, 2023 | 73.63% |
| June 30, 2023 | 73.63% |
| May 31, 2023 | 73.63% |
| April 30, 2023 | 73.63% |
| March 31, 2023 | 73.63% |
| February 28, 2023 | 73.63% |
| January 31, 2023 | 73.63% |
| December 31, 2022 | 73.39% |
| November 30, 2022 | 60.63% |
| October 31, 2022 | 60.63% |
| September 30, 2022 | 60.63% |
| August 31, 2022 | 60.63% |
| July 31, 2022 | 60.63% |
| June 30, 2022 | 60.63% |
| May 31, 2022 | 60.63% |
| April 30, 2022 | 60.63% |
| March 31, 2022 | 60.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.63% |
| January 31, 2022 | 60.63% |
| December 31, 2021 | 60.63% |
| November 30, 2021 | 60.63% |
| October 31, 2021 | 60.63% |
| September 30, 2021 | 60.63% |
| August 31, 2021 | 60.63% |
| July 31, 2021 | 60.63% |
| June 30, 2021 | 60.63% |
| May 31, 2021 | 60.63% |
| April 30, 2021 | 60.63% |
| March 31, 2021 | 60.63% |
| February 28, 2021 | 60.63% |
| January 31, 2021 | 60.63% |
| December 31, 2020 | 60.63% |
| November 30, 2020 | 60.63% |
| October 31, 2020 | 60.63% |
| September 30, 2020 | 60.63% |
| August 31, 2020 | 60.63% |
| July 31, 2020 | 60.63% |
| June 30, 2020 | 60.63% |
| May 31, 2020 | 60.63% |
| April 30, 2020 | 60.63% |
| March 31, 2020 | 60.63% |
| February 29, 2020 | 53.51% |
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
49.77%
Minimum
Apr 2019
73.63%
Maximum
Jan 2023
62.70%
Average
60.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| General Motors Co | 59.94% |
| Ford Motor Co | 66.06% |
| Fisker Inc | 99.93% |
| Lucid Group Inc | -- |
| Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.36 |
| Beta (5Y) | 2.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.88% |
| Historical Sharpe Ratio (5Y) | 0.6753 |
| Historical Sortino (5Y) | 1.630 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.36% |