FXLV F45 Training...
Fundamental Data
Get detailed Fundamental insights of F45 Training Inc. 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 | -0.24 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of FXLV
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Aug 16, 2021 | May 17, 2024 | -99.89% | 1006 |
| 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 - May 17, 2024Annual Return (%)
FXLV
S&P500
Metric FXLV S&P500
| Cumulative Return | -99.63% | 21.78 % |
| Compound Annual Growth Rate (CAGR) | -74.38% | 4.91% |
| Sharpe | -0.08 | 0.48 |
| Sortino | -0.13 | 0.69 |
| Max Drawdown | -99.89% | -25.36% |
| Longest Drawdown Days | 1006 | 745 |
| Volatility (ann.) | 190.66% | 17.71% |
| Correlation | 10.1% | - |
| R^2 | 0.01 | - |
| Calmar | -0.74 | 0.19 |
| Skew | 3.75 | -0.12 |
| Kurtosis | 58.83 | 1.65 |
| Expected Daily | -0.78% | 0.03% |
| Expected Monthly | -14.78% | 0.56% |
| Expected Yearly | -75.33% | 5.05% |
| Kelly Criterion | -10.88% | 4.38% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -19.81% | -1.80% |
| Expected Shortfall (cVaR) | -19.81% | -1.80% |
| Max Consecutive Wins | 10 | 10 |
| Max Consecutive Losses | 8 | 6 |
| Gain/Pain Ratio | -0.02 | 0.08 |
| Gain/Pain (1M) | -0.06 | 0.36 |
| Payoff Ratio | 0.94 | 1.01 |
| Profit Factor | 0.98 | 1.08 |
| Outlier Win Ratio | 4.60 | 23.54 |
| Outlier Loss Ratio | 3.04 | 21.67 |
| MTD | -60.00% | 5.47% |
| 3M | 160.87% | 5.99% |
| 6M | 20.00% | 17.60% |
| YTD | 0.00% | 11.39% |
| 1Y | -92.94% | 29.06% |
| 3Y (ann.) | -74.38% | 4.91% |
| Best Day | 150.00% | 5.50% |
| Worst Day | -76.76% | -4.35% |
| Best Month | 275.00% | 9.21% |
| Worst Month | -93.04% | -9.62% |
| Best Year | 0.00% | 24.29% |
| Worst Year | -97.89% | -19.48% |
| Avg. Drawdown | -39.54% | -2.08% |
| Avg. Drawdown Days | 342 | 32 |
| Recovery Factor | 0.41 | 0.95 |
| Ulcer Index | 0.79 | 0.12 |
| Avg. Up Month | 49.13% | 4.87% |
| Avg. Down Month | -42.65% | -4.57% |
| Win Days | 46.18% | 51.89% |
| Win Month | 47.06% | 60.00% |
| Win Quarter | 16.67% | 58.33% |
| Win Year | 25.00% | 75.00% |