Jianpu Technology Inc (AIJTY)
0.54
-0.02
(-3.57%)
USD |
OTCM |
May 21, 14:32
Jianpu Technology Max Drawdown (5Y): 99.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.69% |
| March 31, 2024 | 99.69% |
| February 29, 2024 | 99.69% |
| January 31, 2024 | 99.08% |
| December 31, 2023 | 98.92% |
| November 30, 2023 | 98.92% |
| October 31, 2023 | 98.92% |
| September 30, 2023 | 98.92% |
| August 31, 2023 | 98.92% |
| July 31, 2023 | 98.92% |
| June 30, 2023 | 98.92% |
| May 31, 2023 | 98.92% |
| April 30, 2023 | 98.92% |
| March 31, 2023 | 98.92% |
| February 28, 2023 | 98.92% |
| January 31, 2023 | 98.92% |
| December 31, 2022 | 98.92% |
| November 30, 2022 | 98.92% |
| October 31, 2022 | 98.92% |
| September 30, 2022 | 98.92% |
| August 31, 2022 | 98.92% |
| July 31, 2022 | 98.92% |
| June 30, 2022 | 98.92% |
| May 31, 2022 | 98.92% |
| April 30, 2022 | 98.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.92% |
| February 28, 2022 | 98.92% |
| January 31, 2022 | 98.92% |
| December 31, 2021 | 98.92% |
| November 30, 2021 | 98.41% |
| October 31, 2021 | 98.06% |
| September 30, 2021 | 97.99% |
| August 31, 2021 | 97.79% |
| July 31, 2021 | 97.41% |
| June 30, 2021 | 96.95% |
| May 31, 2021 | 96.95% |
| April 30, 2021 | 96.95% |
| March 31, 2021 | 96.95% |
| February 28, 2021 | 96.73% |
| January 31, 2021 | 96.49% |
| December 31, 2020 | 96.49% |
| November 30, 2020 | 96.11% |
| October 31, 2020 | 94.70% |
| September 30, 2020 | 94.33% |
| August 31, 2020 | 93.42% |
| July 31, 2020 | 93.42% |
| June 30, 2020 | 92.76% |
| May 31, 2020 | 92.76% |
| April 30, 2020 | 92.44% |
| March 31, 2020 | 90.48% |
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
59.98%
Minimum
May 2019
99.69%
Maximum
Feb 2024
93.58%
Average
98.24%
Median
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 87.52% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| Baiyu Holdings Inc | 99.89% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.90 |
| Beta (5Y) | 0.484 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.0% |
| Historical Sharpe Ratio (5Y) | -0.5624 |
| Historical Sortino (5Y) | -1.333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.96% |