BYD Co Ltd (BYDDF)
27.61
+0.41
(+1.51%)
USD |
OTCM |
May 01, 16:00
BYD Max Drawdown (5Y): 58.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.35% |
March 31, 2024 | 58.35% |
February 29, 2024 | 58.35% |
January 31, 2024 | 58.35% |
December 31, 2023 | 58.35% |
November 30, 2023 | 58.35% |
October 31, 2023 | 58.35% |
September 30, 2023 | 58.35% |
August 31, 2023 | 58.35% |
July 31, 2023 | 58.35% |
June 30, 2023 | 58.35% |
May 31, 2023 | 58.35% |
April 30, 2023 | 58.35% |
March 31, 2023 | 58.35% |
February 28, 2023 | 58.35% |
January 31, 2023 | 58.35% |
December 31, 2022 | 58.35% |
November 30, 2022 | 58.35% |
October 31, 2022 | 58.35% |
September 30, 2022 | 58.35% |
August 31, 2022 | 58.35% |
July 31, 2022 | 58.35% |
June 30, 2022 | 58.35% |
May 31, 2022 | 58.35% |
April 30, 2022 | 58.35% |
Date | Value |
---|---|
March 31, 2022 | 58.35% |
February 28, 2022 | 58.35% |
January 31, 2022 | 58.35% |
December 31, 2021 | 58.35% |
November 30, 2021 | 58.35% |
October 31, 2021 | 58.35% |
September 30, 2021 | 58.35% |
August 31, 2021 | 58.35% |
July 31, 2021 | 58.35% |
June 30, 2021 | 58.35% |
May 31, 2021 | 58.35% |
April 30, 2021 | 58.35% |
March 31, 2021 | 58.35% |
February 28, 2021 | 58.35% |
January 31, 2021 | 58.35% |
December 31, 2020 | 58.35% |
November 30, 2020 | 58.35% |
October 31, 2020 | 58.35% |
September 30, 2020 | 58.35% |
August 31, 2020 | 58.35% |
July 31, 2020 | 58.35% |
June 30, 2020 | 58.35% |
May 31, 2020 | 58.35% |
April 30, 2020 | 58.35% |
March 31, 2020 | 58.35% |
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
54.88%
Minimum
Dec 2019
66.89%
Maximum
May 2019
59.17%
Average
58.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NIO Inc | 93.95% |
Li Auto Inc | -- |
XPeng Inc | -- |
Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.85 |
Beta (5Y) | 0.3992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.60% |
Historical Sharpe Ratio (5Y) | 0.517 |
Historical Sortino (5Y) | 1.216 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.43% |