Xiaomi Corp (XIACF)
2.30
-0.04
(-1.50%)
USD |
OTCM |
May 28, 16:00
Xiaomi Max Drawdown (5Y): 76.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.82% |
March 31, 2024 | 76.82% |
February 29, 2024 | 76.82% |
January 31, 2024 | 76.82% |
December 31, 2023 | 76.82% |
November 30, 2023 | 76.82% |
October 31, 2023 | 76.82% |
September 30, 2023 | 76.82% |
August 31, 2023 | 76.82% |
July 31, 2023 | 76.82% |
June 30, 2023 | 76.82% |
May 31, 2023 | 76.82% |
April 30, 2023 | 76.82% |
March 31, 2023 | 76.82% |
February 28, 2023 | 76.82% |
January 31, 2023 | 76.82% |
December 31, 2022 | 76.82% |
November 30, 2022 | 76.82% |
October 31, 2022 | 76.82% |
September 30, 2022 | 75.54% |
August 31, 2022 | 71.63% |
July 31, 2022 | 71.63% |
June 30, 2022 | 71.63% |
May 31, 2022 | 71.63% |
April 30, 2022 | 70.82% |
Date | Value |
---|---|
March 31, 2022 | 67.17% |
February 28, 2022 | 60.00% |
January 31, 2022 | 60.00% |
December 31, 2021 | 60.00% |
November 30, 2021 | 60.00% |
October 31, 2021 | 60.00% |
September 30, 2021 | 60.00% |
August 31, 2021 | 60.00% |
July 31, 2021 | 60.00% |
June 30, 2021 | 60.00% |
May 31, 2021 | 60.00% |
April 30, 2021 | 60.00% |
March 31, 2021 | 60.00% |
February 28, 2021 | 60.00% |
January 31, 2021 | 60.00% |
December 31, 2020 | 60.00% |
November 30, 2020 | 60.00% |
October 31, 2020 | 60.00% |
September 30, 2020 | 60.00% |
August 31, 2020 | 60.00% |
July 31, 2020 | 60.00% |
June 30, 2020 | 60.00% |
May 31, 2020 | 60.00% |
April 30, 2020 | 60.00% |
March 31, 2020 | 60.00% |
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
54.44%
Minimum
May 2019
76.82%
Maximum
Oct 2022
66.46%
Average
60.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Zepp Health Corp | 95.67% |
VNET Group Inc | 96.67% |
GDS Holdings Ltd | 95.63% |
9F Inc | -- |
Global Mofy Metaverse Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.589 |
Beta (5Y) | 1.058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.77% |
Historical Sharpe Ratio (5Y) | 0.109 |
Historical Sortino (5Y) | 0.2412 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.58% |