Fisker Inc (FSRN)
0.0520
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Fisker Max Drawdown (5Y): 99.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.94% |
| March 31, 2024 | 99.93% |
| February 29, 2024 | 98.11% |
| January 31, 2024 | 97.38% |
| December 31, 2023 | 95.05% |
| November 30, 2023 | 94.46% |
| October 31, 2023 | 84.67% |
| September 30, 2023 | 84.39% |
| August 31, 2023 | 84.39% |
| July 31, 2023 | 84.39% |
| June 30, 2023 | 84.39% |
| May 31, 2023 | 84.39% |
| April 30, 2023 | 84.39% |
| March 31, 2023 | 80.07% |
| February 28, 2023 | 80.07% |
| January 31, 2023 | 77.40% |
| December 31, 2022 | 77.40% |
| November 30, 2022 | 77.40% |
| October 31, 2022 | 77.40% |
| September 30, 2022 | 73.51% |
| August 31, 2022 | 71.58% |
| July 31, 2022 | 71.58% |
| June 30, 2022 | 71.58% |
| May 31, 2022 | 70.91% |
| April 30, 2022 | 65.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.09% |
| February 28, 2022 | 65.09% |
| January 31, 2022 | 65.09% |
| December 31, 2021 | 65.09% |
| November 30, 2021 | 65.09% |
| October 31, 2021 | 65.09% |
| September 30, 2021 | 65.09% |
| August 31, 2021 | 65.09% |
| July 31, 2021 | 65.09% |
| June 30, 2021 | 65.09% |
| May 31, 2021 | 65.09% |
| April 30, 2021 | 56.60% |
| March 31, 2021 | 48.48% |
| February 28, 2021 | 48.48% |
| January 31, 2021 | 48.48% |
| December 31, 2020 | 48.48% |
| November 30, 2020 | 48.48% |
| October 31, 2020 | 48.48% |
| September 30, 2020 | 28.80% |
| August 31, 2020 | 28.80% |
| July 31, 2020 | 26.23% |
| June 30, 2020 | 3.98% |
| May 31, 2020 | 3.98% |
| April 30, 2020 | 3.98% |
| March 31, 2020 | 3.98% |
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
1.34%
Minimum
May 2019
99.94%
Maximum
Apr 2024
54.11%
Average
65.09%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Lucid Group Inc | -- |
| Rivian Automotive Inc | -- |
| Ford Motor Co | 66.06% |
| Canoo Inc | 99.74% |
| Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.59 |
| Beta (5Y) | 0.295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.20% |
| Historical Sharpe Ratio (5Y) | -0.7299 |
| Historical Sortino (5Y) | -0.9672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.64% |