LightInTheBox Holding Co Ltd (LITB)
0.76
+0.02
(+3.37%)
USD |
NYSE |
May 01, 16:00
0.75
-0.01
(-1.32%)
Pre-Market: 20:00
LightInTheBox Max Drawdown (5Y): 89.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.38% |
| March 31, 2024 | 89.38% |
| February 29, 2024 | 89.38% |
| January 31, 2024 | 89.38% |
| December 31, 2023 | 91.38% |
| November 30, 2023 | 91.74% |
| October 31, 2023 | 91.74% |
| September 30, 2023 | 94.31% |
| August 31, 2023 | 94.31% |
| July 31, 2023 | 94.31% |
| June 30, 2023 | 94.31% |
| May 31, 2023 | 94.31% |
| April 30, 2023 | 94.31% |
| March 31, 2023 | 94.31% |
| February 28, 2023 | 94.31% |
| January 31, 2023 | 94.31% |
| December 31, 2022 | 94.31% |
| November 30, 2022 | 94.31% |
| October 31, 2022 | 94.31% |
| September 30, 2022 | 94.31% |
| August 31, 2022 | 94.31% |
| July 31, 2022 | 94.31% |
| June 30, 2022 | 94.31% |
| May 31, 2022 | 94.31% |
| April 30, 2022 | 94.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.31% |
| February 28, 2022 | 94.31% |
| January 31, 2022 | 94.31% |
| December 31, 2021 | 94.31% |
| November 30, 2021 | 94.31% |
| October 31, 2021 | 94.31% |
| September 30, 2021 | 94.31% |
| August 31, 2021 | 94.31% |
| July 31, 2021 | 94.31% |
| June 30, 2021 | 94.31% |
| May 31, 2021 | 94.31% |
| April 30, 2021 | 94.31% |
| March 31, 2021 | 94.31% |
| February 28, 2021 | 94.31% |
| January 31, 2021 | 94.31% |
| December 31, 2020 | 94.31% |
| November 30, 2020 | 94.31% |
| October 31, 2020 | 94.31% |
| September 30, 2020 | 94.31% |
| August 31, 2020 | 94.31% |
| July 31, 2020 | 94.31% |
| June 30, 2020 | 94.31% |
| May 31, 2020 | 94.31% |
| April 30, 2020 | 94.31% |
| March 31, 2020 | 94.31% |
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
89.38%
Minimum
Jan 2024
94.31%
Maximum
May 2019
93.84%
Average
94.31%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| China Yuchai International Ltd | 66.31% |
| Sea Ltd | 90.51% |
| Webuy Global Ltd | -- |
| noco-noco Inc | -- |
| YY Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.98 |
| Beta (5Y) | 0.8962 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.45% |
| Historical Sharpe Ratio (5Y) | -0.1775 |
| Historical Sortino (5Y) | -0.4382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.71% |