FXLV F45 Training...

Fundamental Data

Get detailed Fundamental insights of F45 Training 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 0.93 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of FXLV

Started Recovered Drawdown Days
Aug 16, 2021 Jul 19, 2024 -99.89% 1069
Jul 19, 2021 Aug 6, 2021 -14.60% 19
Aug 11, 2021 Aug 12, 2021 -4.12% 2

FXLV vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between July 16, 2021 - July 19, 2024

Annual Return (%)

FXLV
S&P500
Metric FXLV S&P500
Cumulative Return -98.77% +26.28%
Compound Annual Growth Rate (CAGR) -63.49% +5.5%
Sharpe 0.44 0.53
Sortino 0.81 0.76
Max Drawdown -99.89% -25.36%
Longest Drawdown Days 1069 745
Volatility (ann.) 231.75% 17.34%
Correlation 7.54% -
R^2 0.01 -
Calmar -0.64 0.22
Skew 3.76 -0.13
Kurtosis 41.13 1.79
Expected Daily -0.58% +0.03%
Expected Monthly -11.2% +0.63%
Expected Yearly -66.67% +6.01%
Kelly Criterion 1.51% 5.51%
Risk of Ruin 0% 0%
Daily Value-at-Risk -23.61% -1.76%
Expected Shortfall (cVaR) -23.61% -1.76%
Max Consecutive Wins 10 10
Max Consecutive Losses 8 6
Gain/Pain Ratio 0.15 0.10
Gain/Pain (1M) 0.48 0.42
Payoff Ratio 1.19 1.00
Profit Factor 1.15 1.10
Outlier Win Ratio 6.58 43.22
Outlier Loss Ratio 3.34 26.58
MTD +33.33% +0.88%
3M +33.33% +9.90%
6M +769.57% +15.22%
YTD +233.33% +15.50%
1Y -66.67% +20.87%
3Y (ann.) -62.91% +5.42%
Best Day +150.00% +5.50%
Worst Day -76.76% -4.35%
Best Month -76.76% -4.35%
Worst Month -93.04% -9.62%
Best Year +233.33% +24.29%
Worst Year -97.89% -19.48%
Avg. Drawdown -39.54% -1.97%
Avg. Drawdown Days 363 29
Recovery Factor 3.07 1.10
Ulcer Index 0.80 0.11
Avg. Up Month +47.78% +4.36%
Avg. Down Month -42.65% -4.57%
Win Days 46.48% 52.72%
Win Month 50.00% 62.16%
Win Quarter 30.77% 61.54%
Win Year 25.00% 75.00%