Fanhua Inc (AIFU)
1.202
-0.10
(-7.89%)
USD |
NASDAQ |
Oct 31, 16:00
1.21
+0.01
(+0.67%)
After-Hours: 20:00
Fanhua Max Drawdown (5Y): 94.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 94.86% |
September 30, 2024 | 94.86% |
August 31, 2024 | 93.68% |
July 31, 2024 | 93.09% |
June 30, 2024 | 90.32% |
May 31, 2024 | 87.48% |
April 30, 2024 | 87.48% |
March 31, 2024 | 84.33% |
February 29, 2024 | 84.33% |
January 31, 2024 | 84.33% |
December 31, 2023 | 84.33% |
November 30, 2023 | 84.33% |
October 31, 2023 | 84.33% |
September 30, 2023 | 84.33% |
August 31, 2023 | 84.33% |
July 31, 2023 | 84.33% |
June 30, 2023 | 84.33% |
May 31, 2023 | 84.33% |
April 30, 2023 | 84.33% |
March 31, 2023 | 84.33% |
February 28, 2023 | 84.33% |
January 31, 2023 | 84.33% |
December 31, 2022 | 84.33% |
November 30, 2022 | 84.33% |
October 31, 2022 | 84.33% |
Date | Value |
---|---|
September 30, 2022 | 84.33% |
August 31, 2022 | 84.33% |
July 31, 2022 | 84.33% |
June 30, 2022 | 84.33% |
May 31, 2022 | 82.60% |
April 30, 2022 | 79.56% |
March 31, 2022 | 79.56% |
February 28, 2022 | 79.56% |
January 31, 2022 | 78.57% |
December 31, 2021 | 77.55% |
November 30, 2021 | 64.17% |
October 31, 2021 | 64.17% |
September 30, 2021 | 64.17% |
August 31, 2021 | 62.86% |
July 31, 2021 | 62.86% |
June 30, 2021 | 62.86% |
May 31, 2021 | 62.86% |
April 30, 2021 | 62.86% |
March 31, 2021 | 62.86% |
February 28, 2021 | 62.86% |
January 31, 2021 | 62.86% |
December 31, 2020 | 62.86% |
November 30, 2020 | 61.89% |
October 31, 2020 | 61.89% |
September 30, 2020 | 61.89% |
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
61.89%
Minimum
Aug 2020
94.86%
Maximum
Sep 2024
77.54%
Average
81.08%
Median
Max Drawdown (5Y) Benchmarks
The9 Ltd | 99.57% |
Baiyu Holdings Inc | 99.98% |
LexinFintech Holdings Ltd | 93.19% |
Senmiao Technology Ltd | 99.66% |
Pintec Technology Holdings Ltd | 99.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.77 |
Beta (5Y) | -0.0607 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.90% |
Historical Sharpe Ratio (5Y) | -0.7971 |
Historical Sortino (5Y) | -1.300 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.48% |