Baijiayun Group Ltd (RTC)
1.14
-0.02
(-1.72%)
USD |
NASDAQ |
May 17, 16:00
1.14
0.00 (0.00%)
After-Hours: 20:00
Baijiayun Group Max Drawdown (5Y): 95.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.51% |
| March 31, 2024 | 95.51% |
| February 29, 2024 | 95.51% |
| January 31, 2024 | 94.12% |
| December 31, 2023 | 90.18% |
| November 30, 2023 | 88.96% |
| October 31, 2023 | 83.33% |
| September 30, 2023 | 74.76% |
| August 31, 2023 | 74.76% |
| July 31, 2023 | 76.99% |
| June 30, 2023 | 76.99% |
| May 31, 2023 | 76.99% |
| April 30, 2023 | 76.99% |
| March 31, 2023 | 76.99% |
| February 28, 2023 | 76.99% |
| January 31, 2023 | 76.99% |
| December 31, 2022 | 76.99% |
| November 30, 2022 | 76.99% |
| October 31, 2022 | 76.99% |
| September 30, 2022 | 78.57% |
| August 31, 2022 | 79.91% |
| July 31, 2022 | 79.91% |
| June 30, 2022 | 79.91% |
| May 31, 2022 | 79.91% |
| April 30, 2022 | 79.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 79.91% |
| February 28, 2022 | 79.91% |
| January 31, 2022 | 79.91% |
| December 31, 2021 | 79.91% |
| November 30, 2021 | 79.91% |
| October 31, 2021 | 84.68% |
| September 30, 2021 | 86.36% |
| August 31, 2021 | 86.36% |
| July 31, 2021 | 86.36% |
| June 30, 2021 | 86.36% |
| May 31, 2021 | 86.36% |
| April 30, 2021 | 86.36% |
| March 31, 2021 | 86.36% |
| February 28, 2021 | 86.36% |
| January 31, 2021 | 87.47% |
| December 31, 2020 | 88.13% |
| November 30, 2020 | 88.70% |
| October 31, 2020 | 88.70% |
| September 30, 2020 | 88.70% |
| August 31, 2020 | 88.82% |
| July 31, 2020 | 88.82% |
| June 30, 2020 | 88.82% |
| May 31, 2020 | 88.82% |
| April 30, 2020 | 88.82% |
| March 31, 2020 | 88.82% |
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
74.76%
Minimum
Aug 2023
95.51%
Maximum
Feb 2024
85.09%
Average
86.36%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.23 |
| Beta (5Y) | 0.7044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.5% |
| Historical Sharpe Ratio (5Y) | -0.0696 |
| Historical Sortino (5Y) | -0.1546 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.38% |