F Ford Motor
Fundamental Data
Get detailed Fundamental insights of Ford Motor and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.1 | 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 | May 17, 2024 | -61.49% | 851 |
| 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 - May 17, 2024Annual Return (%)
F
S&P500
Metric F S&P500
| Cumulative Return | -20.05% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | -1.64% | 7.23% |
| Sharpe | 0.11 | 0.65 |
| Sortino | 0.16 | 0.91 |
| Max Drawdown | -75.8% | -34.1% |
| Longest Drawdown Days | 2431 | 745 |
| Volatility (ann.) | 35.88% | 17.95% |
| Correlation | 59.23% | - |
| R^2 | 0.35 | - |
| Calmar | -0.02 | 0.21 |
| Skew | 0.41 | -0.55 |
| Kurtosis | 8.56 | 12.55 |
| Expected Daily | -0.01% | 0.04% |
| Expected Monthly | -0.2% | 0.84% |
| Expected Yearly | -2.21% | 9.93% |
| Kelly Criterion | -1.45% | 5.03% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -3.70% | -1.81% |
| Expected Shortfall (cVaR) | -3.70% | -1.81% |
| Max Consecutive Wins | 10 | 10 |
| Max Consecutive Losses | 9 | 8 |
| Gain/Pain Ratio | 0.02 | 0.13 |
| Gain/Pain (1M) | 0.09 | 0.74 |
| Payoff Ratio | 0.99 | 0.94 |
| Profit Factor | 1.02 | 1.13 |
| Outlier Win Ratio | 2.98 | 6.29 |
| Outlier Loss Ratio | 3.05 | 6.16 |
| MTD | 1.07% | 5.47% |
| 3M | -0.16% | 5.99% |
| 6M | 20.87% | 17.60% |
| YTD | 0.74% | 11.39% |
| 1Y | 9.16% | 29.06% |
| 3Y (ann.) | -4.65% | 5.51% |
| Best Day | 23.44% | 9.06% |
| Worst Day | -12.32% | -10.94% |
| Best Month | 31.99% | 12.70% |
| Worst Month | -30.60% | -13.00% |
| Best Year | 136.29% | 28.79% |
| Worst Year | -44.01% | -19.48% |
| Avg. Drawdown | -12.38% | -1.81% |
| Avg. Drawdown Days | 241 | 22 |
| Recovery Factor | 0.50 | 3.22 |
| Ulcer Index | 0.39 | 0.08 |
| Avg. Up Month | 8.07% | 4.40% |
| Avg. Down Month | -9.97% | -4.29% |
| Win Days | 49.46% | 54.06% |
| Win Month | 48.67% | 66.37% |
| Win Quarter | 50.00% | 76.32% |
| Win Year | 50.00% | 70.00% |