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% |