Hello Group Inc (MOMO)
6.24
+0.17
(+2.80%)
USD |
NASDAQ |
May 17, 13:41
Hello Group Max Drawdown (5Y): 90.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.36% |
March 31, 2024 | 90.36% |
February 29, 2024 | 90.36% |
January 31, 2024 | 90.36% |
December 31, 2023 | 90.36% |
November 30, 2023 | 90.36% |
October 31, 2023 | 90.36% |
September 30, 2023 | 90.36% |
August 31, 2023 | 90.36% |
July 31, 2023 | 90.36% |
June 30, 2023 | 90.36% |
May 31, 2023 | 90.36% |
April 30, 2023 | 90.36% |
March 31, 2023 | 90.36% |
February 28, 2023 | 90.36% |
January 31, 2023 | 90.36% |
December 31, 2022 | 90.36% |
November 30, 2022 | 90.36% |
October 31, 2022 | 90.36% |
September 30, 2022 | 90.36% |
August 31, 2022 | 90.36% |
July 31, 2022 | 90.36% |
June 30, 2022 | 90.36% |
May 31, 2022 | 90.36% |
April 30, 2022 | 90.36% |
Date | Value |
---|---|
March 31, 2022 | 90.24% |
February 28, 2022 | 83.32% |
January 31, 2022 | 83.32% |
December 31, 2021 | 83.32% |
November 30, 2021 | 79.34% |
October 31, 2021 | 79.34% |
September 30, 2021 | 78.77% |
August 31, 2021 | 77.24% |
July 31, 2021 | 76.72% |
June 30, 2021 | 74.89% |
May 31, 2021 | 74.89% |
April 30, 2021 | 74.89% |
March 31, 2021 | 74.89% |
February 28, 2021 | 74.89% |
January 31, 2021 | 74.89% |
December 31, 2020 | 74.89% |
November 30, 2020 | 73.35% |
October 31, 2020 | 73.35% |
September 30, 2020 | 73.35% |
August 31, 2020 | 67.27% |
July 31, 2020 | 67.27% |
June 30, 2020 | 67.27% |
May 31, 2020 | 62.69% |
April 30, 2020 | 62.29% |
March 31, 2020 | 62.29% |
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
60.81%
Minimum
May 2019
90.36%
Maximum
Apr 2022
78.87%
Average
79.34%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Weibo Corp | 92.34% |
Xunlei Ltd | 95.79% |
iQIYI Inc | 95.45% |
WiMi Hologram Cloud Inc | -- |
Cheer Holding Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.22 |
Beta (5Y) | 0.6701 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.16% |
Historical Sharpe Ratio (5Y) | -0.4849 |
Historical Sortino (5Y) | -0.8451 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.26% |