AFRM Affirm Inc.

Fundamental Data

Get detailed Fundamental insights of Affirm Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha -0.2 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of AFRM

Started Recovered Drawdown Days
Nov 5, 2021 Jul 19, 2024 -94.71% 988
Feb 12, 2021 Oct 7, 2021 -65.45% 238
Jan 25, 2021 Feb 5, 2021 -17.12% 12
Jan 19, 2021 Jan 21, 2021 -9.22% 3
Oct 19, 2021 Oct 22, 2021 -6.11% 4
Nov 1, 2021 Nov 3, 2021 -6.06% 3
Oct 26, 2021 Oct 27, 2021 -5.56% 2
Oct 11, 2021 Oct 12, 2021 -4.36% 2
Oct 15, 2021 Oct 15, 2021 -1.17% 1

AFRM vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 14, 2021 - July 19, 2024

Annual Return (%)

AFRM
S&P500
Metric AFRM S&P500
Cumulative Return -69.19% +44.55%
Compound Annual Growth Rate (CAGR) -20.66% +7.51%
Sharpe 0.19 0.71
Sortino 0.30 1.02
Max Drawdown -94.71% -25.36%
Longest Drawdown Days 988 745
Volatility (ann.) 104.86% 16.82%
Correlation 53.78% -
R^2 0.29 -
Calmar -0.22 0.3
Skew 0.93 -0.16
Kurtosis 5.01 1.85
Expected Daily -0.13% +0.04%
Expected Monthly -2.7% +0.86%
Expected Yearly -25.5% +9.65%
Kelly Criterion -0.21% 4.41%
Risk of Ruin 0% 0%
Daily Value-at-Risk -10.79% -1.70%
Expected Shortfall (cVaR) -10.79% -1.70%
Max Consecutive Wins 9 10
Max Consecutive Losses 9 6
Gain/Pain Ratio 0.03 0.13
Gain/Pain (1M) 0.16 0.60
Payoff Ratio 1.06 0.96
Profit Factor 1.03 1.13
Outlier Win Ratio 2.21 14.07
Outlier Loss Ratio 2.02 11.55
MTD -0.83% +0.88%
3M -3.82% +9.90%
6M -25.36% +15.22%
YTD -39.03% +15.50%
1Y +75.82% +20.87%
3Y (ann.) -16.65% +5.42%
Best Day +46.67% +5.50%
Worst Day -22.63% -4.35%
Best Month -22.63% -4.35%
Worst Month -37.99% -9.62%
Best Year +408.17% +25.06%
Worst Year -90.38% -19.48%
Avg. Drawdown -23.31% -1.77%
Avg. Drawdown Days 139 21
Recovery Factor 0.73 1.65
Ulcer Index 0.75 0.10
Avg. Up Month +36.43% +5.02%
Avg. Down Month -25.30% -5.00%
Win Days 48.35% 53.23%
Win Month 39.53% 65.12%
Win Quarter 40.00% 73.33%
Win Year 50.00% 75.00%