Cheetah Mobile Inc (CMCM)
3.97
-0.01
(-0.25%)
USD |
NYSE |
May 03, 16:00
3.975
0.00 (0.00%)
After-Hours: 20:00
Cheetah Mobile Max Drawdown (5Y): 96.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.58% |
March 31, 2024 | 96.58% |
February 29, 2024 | 96.58% |
January 31, 2024 | 96.58% |
December 31, 2023 | 96.58% |
November 30, 2023 | 96.58% |
October 31, 2023 | 96.58% |
September 30, 2023 | 96.58% |
August 31, 2023 | 96.58% |
July 31, 2023 | 96.58% |
June 30, 2023 | 96.58% |
May 31, 2023 | 96.58% |
April 30, 2023 | 96.58% |
March 31, 2023 | 96.58% |
February 28, 2023 | 96.58% |
January 31, 2023 | 96.58% |
December 31, 2022 | 96.58% |
November 30, 2022 | 96.58% |
October 31, 2022 | 95.96% |
September 30, 2022 | 95.54% |
August 31, 2022 | 93.80% |
July 31, 2022 | 93.80% |
June 30, 2022 | 93.80% |
May 31, 2022 | 93.80% |
April 30, 2022 | 93.80% |
Date | Value |
---|---|
March 31, 2022 | 93.80% |
February 28, 2022 | 93.80% |
January 31, 2022 | 93.80% |
December 31, 2021 | 93.80% |
November 30, 2021 | 93.80% |
October 31, 2021 | 93.80% |
September 30, 2021 | 93.80% |
August 31, 2021 | 93.80% |
July 31, 2021 | 93.80% |
June 30, 2021 | 93.80% |
May 31, 2021 | 93.80% |
April 30, 2021 | 93.80% |
March 31, 2021 | 93.80% |
February 28, 2021 | 93.80% |
January 31, 2021 | 93.80% |
December 31, 2020 | 93.80% |
November 30, 2020 | 93.80% |
October 31, 2020 | 93.80% |
September 30, 2020 | 93.80% |
August 31, 2020 | 93.80% |
July 31, 2020 | 93.80% |
June 30, 2020 | 93.80% |
May 31, 2020 | 93.80% |
April 30, 2020 | 93.80% |
March 31, 2020 | 93.80% |
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
87.77%
Minimum
May 2019
96.58%
Maximum
Nov 2022
94.20%
Average
93.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TuanChe Ltd | 99.61% |
Phoenix New Media Ltd | 92.60% |
Sify Technologies Ltd | 81.42% |
36KR Holdings Inc | -- |
AirNet Technology Inc | 98.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.84 |
Beta (5Y) | 1.395 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.00% |
Historical Sharpe Ratio (5Y) | -0.3791 |
Historical Sortino (5Y) | -0.84 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.07% |