Liberty Formula One Group (FWONA)
68.34
+0.47
(+0.69%)
USD |
NASDAQ |
May 31, 16:00
68.69
+0.35
(+0.51%)
After-Hours: 20:00
Liberty Formula One Group Max Drawdown (5Y): 60.76% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 60.76% |
April 30, 2024 | 60.76% |
March 31, 2024 | 60.76% |
February 29, 2024 | 63.38% |
January 31, 2024 | 64.84% |
December 31, 2023 | 67.61% |
November 30, 2023 | 69.78% |
October 31, 2023 | 70.09% |
September 30, 2023 | 72.91% |
August 31, 2023 | 72.91% |
July 31, 2023 | 72.91% |
June 30, 2023 | 72.91% |
May 31, 2023 | 72.91% |
April 30, 2023 | 72.91% |
March 31, 2023 | 72.92% |
February 28, 2023 | 74.42% |
January 31, 2023 | 74.75% |
December 31, 2022 | 74.75% |
November 30, 2022 | 74.75% |
October 31, 2022 | 74.75% |
September 30, 2022 | 74.75% |
August 31, 2022 | 74.75% |
July 31, 2022 | 74.75% |
June 30, 2022 | 74.75% |
May 31, 2022 | 74.75% |
Date | Value |
---|---|
April 30, 2022 | 74.75% |
March 31, 2022 | 74.75% |
February 28, 2022 | 74.75% |
January 31, 2022 | 74.75% |
December 31, 2021 | 74.75% |
November 30, 2021 | 74.75% |
October 31, 2021 | 74.75% |
September 30, 2021 | 74.75% |
August 31, 2021 | 75.60% |
July 31, 2021 | 75.60% |
June 30, 2021 | 80.73% |
May 31, 2021 | 80.91% |
April 30, 2021 | 82.85% |
March 31, 2021 | 83.89% |
February 28, 2021 | 83.89% |
January 31, 2021 | 83.89% |
December 31, 2020 | 83.89% |
November 30, 2020 | 83.89% |
October 31, 2020 | 83.89% |
September 30, 2020 | 83.89% |
August 31, 2020 | 83.89% |
July 31, 2020 | 83.89% |
June 30, 2020 | 83.89% |
May 31, 2020 | 83.89% |
April 30, 2020 | 83.89% |
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
60.76%
Minimum
Mar 2024
83.89%
Maximum
Jun 2019
76.91%
Average
74.75%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Sirius XM Holdings Inc | 64.17% |
Liberty SiriusXM Group | 60.24% |
Liberty Live Group | -- |
Mega Matrix Corp | 95.39% |
Paramount Global | 88.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.307 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.77% |
Historical Sharpe Ratio (5Y) | 0.3376 |
Historical Sortino (5Y) | 0.379 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |