Luminar Technologies Inc (LAZR)
0.7749
-0.07
(-8.78%)
USD |
NASDAQ |
Oct 31, 16:00
0.799
+0.02
(+3.11%)
After-Hours: 20:00
Luminar Technologies Max Drawdown (5Y): 98.18% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.18% |
| August 31, 2024 | 97.89% |
| July 31, 2024 | 97.01% |
| June 30, 2024 | 97.01% |
| May 31, 2024 | 97.01% |
| April 30, 2024 | 97.01% |
| March 31, 2024 | 95.96% |
| February 29, 2024 | 94.83% |
| January 31, 2024 | 94.83% |
| December 31, 2023 | 94.33% |
| November 30, 2023 | 94.23% |
| October 31, 2023 | 92.63% |
| September 30, 2023 | 90.55% |
| August 31, 2023 | 90.55% |
| July 31, 2023 | 90.55% |
| June 30, 2023 | 90.55% |
| May 31, 2023 | 90.55% |
| April 30, 2023 | 90.55% |
| March 31, 2023 | 90.55% |
| February 28, 2023 | 90.55% |
| January 31, 2023 | 90.55% |
| December 31, 2022 | 88.47% |
| November 30, 2022 | 86.20% |
| October 31, 2022 | 86.20% |
| September 30, 2022 | 86.20% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.20% |
| July 31, 2022 | 86.20% |
| June 30, 2022 | 85.81% |
| May 31, 2022 | 79.74% |
| April 30, 2022 | 72.13% |
| March 31, 2022 | 72.13% |
| February 28, 2022 | 70.36% |
| January 31, 2022 | 70.36% |
| December 31, 2021 | 65.26% |
| November 30, 2021 | 64.52% |
| October 31, 2021 | 64.52% |
| September 30, 2021 | 63.59% |
| August 31, 2021 | 63.59% |
| July 31, 2021 | 60.69% |
| June 30, 2021 | 60.69% |
| May 31, 2021 | 60.69% |
| April 30, 2021 | 60.69% |
| March 31, 2021 | 47.98% |
| February 28, 2021 | 45.29% |
| January 31, 2021 | 45.29% |
| December 31, 2020 | 45.29% |
| November 30, 2020 | 25.17% |
| October 31, 2020 | 25.17% |
| September 30, 2020 | 15.44% |
| August 31, 2020 | 9.52% |
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
3.09%
Minimum
Nov 2019
98.18%
Maximum
Sep 2024
64.73%
Average
72.13%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Miller Industries Inc | 53.25% |
| Worksport Ltd | 99.18% |
| SES AI Corp | -- |
| Harley-Davidson Inc | 73.29% |
| Arcimoto Inc | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.53 |
| Beta (5Y) | 1.600 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.3% |
| Historical Sharpe Ratio (5Y) | -0.3788 |
| Historical Sortino (5Y) | -1.041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.39% |