Ford Motor Co (F)
12.95
+0.01
(+0.08%)
USD |
NYSE |
Apr 24, 16:00
13.26
+0.31
(+2.39%)
Pre-Market: 06:16
Ford Motor Max Drawdown (5Y): 66.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.06% |
February 29, 2024 | 66.06% |
January 31, 2024 | 66.06% |
December 31, 2023 | 66.06% |
November 30, 2023 | 66.06% |
October 31, 2023 | 66.06% |
September 30, 2023 | 66.06% |
August 31, 2023 | 66.06% |
July 31, 2023 | 66.06% |
June 30, 2023 | 66.06% |
May 31, 2023 | 66.06% |
April 30, 2023 | 66.06% |
March 31, 2023 | 66.06% |
February 28, 2023 | 66.06% |
January 31, 2023 | 66.06% |
December 31, 2022 | 66.06% |
November 30, 2022 | 66.06% |
October 31, 2022 | 66.06% |
September 30, 2022 | 66.06% |
August 31, 2022 | 66.06% |
July 31, 2022 | 66.06% |
June 30, 2022 | 66.06% |
May 31, 2022 | 66.06% |
April 30, 2022 | 66.06% |
March 31, 2022 | 66.06% |
Date | Value |
---|---|
February 28, 2022 | 66.06% |
January 31, 2022 | 66.06% |
December 31, 2021 | 66.06% |
November 30, 2021 | 66.06% |
October 31, 2021 | 66.06% |
September 30, 2021 | 66.06% |
August 31, 2021 | 66.06% |
July 31, 2021 | 66.06% |
June 30, 2021 | 66.06% |
May 31, 2021 | 66.06% |
April 30, 2021 | 66.06% |
March 31, 2021 | 66.06% |
February 28, 2021 | 66.06% |
January 31, 2021 | 66.06% |
December 31, 2020 | 66.06% |
November 30, 2020 | 66.06% |
October 31, 2020 | 66.06% |
September 30, 2020 | 66.06% |
August 31, 2020 | 66.06% |
July 31, 2020 | 66.06% |
June 30, 2020 | 66.06% |
May 31, 2020 | 66.06% |
April 30, 2020 | 66.06% |
March 31, 2020 | 66.06% |
February 29, 2020 | 45.21% |
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
45.21%
Minimum
Apr 2019
66.06%
Maximum
Mar 2020
62.24%
Average
66.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fisker Inc | 99.93% |
Lucid Group Inc | -- |
Rivian Automotive Inc | -- |
Canoo Inc | 99.74% |
Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.676 |
Beta (5Y) | 1.635 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.39% |
Historical Sharpe Ratio (5Y) | 0.2461 |
Historical Sortino (5Y) | 0.4191 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.61% |