F Ford Motor

Fundamental Data

Get detailed Fundamental insights of Ford Motor 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 -0.09 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of F

Started Recovered Drawdown Days
Mar 3, 2015 Oct 27, 2021 -75.80% 2431
Jan 18, 2022 Jul 19, 2024 -61.49% 914
Dec 13, 2021 Dec 31, 2021 -9.46% 19
Nov 23, 2021 Dec 9, 2021 -6.54% 17
Jan 9, 2015 Feb 2, 2015 -6.23% 25
Nov 9, 2021 Nov 19, 2021 -3.92% 11
Jan 5, 2022 Jan 5, 2022 -2.67% 1
Jan 7, 2022 Jan 11, 2022 -2.49% 5
Feb 13, 2015 Feb 18, 2015 -1.53% 6
Feb 26, 2015 Feb 27, 2015 -1.03% 2

F vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

F
S&P500
Metric F S&P500
Cumulative Return -8.98% +167.24%
Compound Annual Growth Rate (CAGR) -0.68% +7.37%
Sharpe 0.15 0.67
Sortino 0.22 0.93
Max Drawdown -75.8% -34.1%
Longest Drawdown Days 2431 745
Volatility (ann.) 35.75% 17.83%
Correlation 58.89% -
R^2 0.35 -
Calmar -0.01 0.22
Skew 0.40 -0.55
Kurtosis 8.54 12.70
Expected Daily +0% +0.04%
Expected Monthly -0.08% +0.86%
Expected Yearly -0.94% +10.33%
Kelly Criterion -1.22% 5.26%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.68% -1.80%
Expected Shortfall (cVaR) -3.68% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.03 0.14
Gain/Pain (1M) 0.13 0.76
Payoff Ratio 0.99 0.93
Profit Factor 1.03 1.14
Outlier Win Ratio 2.98 6.32
Outlier Loss Ratio 3.01 6.09
MTD +11.48% +0.88%
3M +15.92% +9.90%
6M +27.21% +15.22%
YTD +14.68% +15.50%
1Y -1.34% +20.87%
3Y (ann.) +1.73% +5.42%
Best Day +23.44% +9.06%
Worst Day -12.32% -10.94%
Best Month -12.32% -10.94%
Worst Month -30.60% -13.00%
Best Year +136.29% +28.79%
Worst Year -44.01% -19.48%
Avg. Drawdown -12.38% -1.80%
Avg. Drawdown Days 246 21
Recovery Factor 0.68 3.33
Ulcer Index 0.39 0.08
Avg. Up Month +8.19% +4.28%
Avg. Down Month -9.97% -4.29%
Win Days 49.66% 54.28%
Win Month 48.70% 66.96%
Win Quarter 51.28% 76.92%
Win Year 50.00% 70.00%