PDD Holdings Inc (PDD)
145.00
-1.77
(-1.21%)
USD |
NASDAQ |
May 21, 14:02
PDD Holdings Max Drawdown (5Y): 87.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.41% |
March 31, 2024 | 87.41% |
February 29, 2024 | 87.41% |
January 31, 2024 | 87.41% |
December 31, 2023 | 87.41% |
November 30, 2023 | 87.41% |
October 31, 2023 | 87.41% |
September 30, 2023 | 87.41% |
August 31, 2023 | 87.41% |
July 31, 2023 | 87.41% |
June 30, 2023 | 87.41% |
May 31, 2023 | 87.41% |
April 30, 2023 | 87.41% |
March 31, 2023 | 87.41% |
February 28, 2023 | 87.41% |
January 31, 2023 | 87.41% |
December 31, 2022 | 87.41% |
November 30, 2022 | 87.41% |
October 31, 2022 | 87.41% |
September 30, 2022 | 87.41% |
August 31, 2022 | 87.41% |
July 31, 2022 | 87.41% |
June 30, 2022 | 87.41% |
May 31, 2022 | 87.41% |
April 30, 2022 | 87.41% |
Date | Value |
---|---|
March 31, 2022 | 87.41% |
February 28, 2022 | 76.07% |
January 31, 2022 | 76.07% |
December 31, 2021 | 73.37% |
November 30, 2021 | 67.21% |
October 31, 2021 | 63.17% |
September 30, 2021 | 63.17% |
August 31, 2021 | 63.17% |
July 31, 2021 | 60.79% |
June 30, 2021 | 43.19% |
May 31, 2021 | 43.19% |
April 30, 2021 | 42.76% |
March 31, 2021 | 42.76% |
February 28, 2021 | 42.76% |
January 31, 2021 | 42.76% |
December 31, 2020 | 42.76% |
November 30, 2020 | 42.76% |
October 31, 2020 | 42.76% |
September 30, 2020 | 42.76% |
August 31, 2020 | 42.76% |
July 31, 2020 | 42.76% |
June 30, 2020 | 42.76% |
May 31, 2020 | 42.76% |
April 30, 2020 | 42.76% |
March 31, 2020 | 42.76% |
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
42.76%
Minimum
May 2019
87.41%
Maximum
Mar 2022
65.47%
Average
65.19%
Median
Max Drawdown (5Y) Benchmarks
Amazon.com Inc | 56.15% |
JD.com Inc | 79.15% |
Alibaba Group Holding Ltd | 80.09% |
Aptiv PLC | 66.81% |
Carbon Revolution PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 31.75 |
Beta (5Y) | 0.6722 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.54% |
Historical Sharpe Ratio (5Y) | 0.541 |
Historical Sortino (5Y) | 1.283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.41% |