MOGU Inc (MOGU)
1.83
-0.19
(-9.25%)
USD |
NYSE |
May 01, 16:00
MOGU Max Drawdown (5Y): 99.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.50% |
March 31, 2024 | 99.50% |
February 29, 2024 | 99.50% |
January 31, 2024 | 99.50% |
December 31, 2023 | 99.50% |
November 30, 2023 | 99.50% |
October 31, 2023 | 99.50% |
September 30, 2023 | 99.50% |
August 31, 2023 | 99.50% |
July 31, 2023 | 99.50% |
June 30, 2023 | 99.50% |
May 31, 2023 | 99.50% |
April 30, 2023 | 99.50% |
March 31, 2023 | 99.50% |
February 28, 2023 | 99.50% |
January 31, 2023 | 99.50% |
December 31, 2022 | 99.50% |
November 30, 2022 | 99.50% |
October 31, 2022 | 99.50% |
September 30, 2022 | 99.50% |
August 31, 2022 | 99.50% |
July 31, 2022 | 99.50% |
June 30, 2022 | 99.50% |
May 31, 2022 | 99.50% |
April 30, 2022 | 99.17% |
Date | Value |
---|---|
March 31, 2022 | 98.96% |
February 28, 2022 | 98.83% |
January 31, 2022 | 98.83% |
December 31, 2021 | 98.46% |
November 30, 2021 | 97.18% |
October 31, 2021 | 96.26% |
September 30, 2021 | 96.26% |
August 31, 2021 | 96.26% |
July 31, 2021 | 96.09% |
June 30, 2021 | 96.09% |
May 31, 2021 | 96.09% |
April 30, 2021 | 96.09% |
March 31, 2021 | 96.09% |
February 28, 2021 | 96.09% |
January 31, 2021 | 96.09% |
December 31, 2020 | 96.09% |
November 30, 2020 | 96.09% |
October 31, 2020 | 96.09% |
September 30, 2020 | 96.09% |
August 31, 2020 | 96.09% |
July 31, 2020 | 96.09% |
June 30, 2020 | 96.09% |
May 31, 2020 | 96.09% |
April 30, 2020 | 96.09% |
March 31, 2020 | 95.85% |
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
80.47%
Minimum
May 2019
99.50%
Maximum
May 2022
96.71%
Average
96.72%
Median
Max Drawdown (5Y) Benchmarks
Secoo Holding Ltd | 100.00% |
NIO Inc | 93.95% |
Tuniu Corp | 96.04% |
Uxin Ltd | 99.71% |
Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -61.77 |
Beta (5Y) | 0.4994 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.09% |
Historical Sharpe Ratio (5Y) | -0.6765 |
Historical Sortino (5Y) | -1.294 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.42% |