Autohome Inc (ATHM)
26.00
+0.95
(+3.79%)
USD |
NYSE |
Apr 26, 16:00
25.99
-0.01
(-0.04%)
Pre-Market: 20:00
Autohome Max Drawdown (5Y): 84.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.30% |
| February 29, 2024 | 84.30% |
| January 31, 2024 | 84.30% |
| December 31, 2023 | 84.30% |
| November 30, 2023 | 84.30% |
| October 31, 2023 | 84.30% |
| September 30, 2023 | 84.30% |
| August 31, 2023 | 84.30% |
| July 31, 2023 | 84.30% |
| June 30, 2023 | 84.30% |
| May 31, 2023 | 84.30% |
| April 30, 2023 | 84.30% |
| March 31, 2023 | 84.30% |
| February 28, 2023 | 84.30% |
| January 31, 2023 | 84.30% |
| December 31, 2022 | 84.30% |
| November 30, 2022 | 84.30% |
| October 31, 2022 | 84.30% |
| September 30, 2022 | 84.30% |
| August 31, 2022 | 84.30% |
| July 31, 2022 | 84.30% |
| June 30, 2022 | 84.30% |
| May 31, 2022 | 84.30% |
| April 30, 2022 | 84.30% |
| March 31, 2022 | 84.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.92% |
| January 31, 2022 | 80.92% |
| December 31, 2021 | 80.92% |
| November 30, 2021 | 75.05% |
| October 31, 2021 | 72.79% |
| September 30, 2021 | 72.79% |
| August 31, 2021 | 72.79% |
| July 31, 2021 | 66.92% |
| June 30, 2021 | 60.39% |
| May 31, 2021 | 60.80% |
| April 30, 2021 | 65.55% |
| March 31, 2021 | 65.55% |
| February 28, 2021 | 65.55% |
| January 31, 2021 | 65.55% |
| December 31, 2020 | 65.55% |
| November 30, 2020 | 65.55% |
| October 31, 2020 | 65.55% |
| September 30, 2020 | 65.55% |
| August 31, 2020 | 65.55% |
| July 31, 2020 | 65.55% |
| June 30, 2020 | 65.55% |
| May 31, 2020 | 65.55% |
| April 30, 2020 | 65.55% |
| March 31, 2020 | 65.55% |
| February 29, 2020 | 65.55% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
60.39%
Minimum
Jun 2021
84.30%
Maximum
Mar 2022
74.51%
Average
72.79%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Bilibili Inc | 94.30% |
| Scienjoy Holding Corp | 94.00% |
| Kuke Music Holding Ltd | -- |
| AirNet Technology Inc | 98.09% |
| ZW Data Action Technologies Inc | 97.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.95 |
| Beta (5Y) | 0.2423 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.72% |
| Historical Sharpe Ratio (5Y) | -0.5543 |
| Historical Sortino (5Y) | -0.8605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.54% |