Alibaba Group Holding Ltd (BABA)
85.58
-1.19
(-1.37%)
USD |
NYSE |
Nov 21, 16:00
85.64
+0.06
(+0.07%)
After-Hours: 17:30
Alibaba Group Max Drawdown (5Y): 80.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.09% |
| September 30, 2024 | 80.09% |
| August 31, 2024 | 80.09% |
| July 31, 2024 | 80.09% |
| June 30, 2024 | 80.09% |
| May 31, 2024 | 80.09% |
| April 30, 2024 | 80.09% |
| March 31, 2024 | 80.09% |
| February 29, 2024 | 80.09% |
| January 31, 2024 | 80.09% |
| December 31, 2023 | 80.09% |
| November 30, 2023 | 80.09% |
| October 31, 2023 | 80.09% |
| September 30, 2023 | 80.09% |
| August 31, 2023 | 80.09% |
| July 31, 2023 | 80.09% |
| June 30, 2023 | 80.09% |
| May 31, 2023 | 80.09% |
| April 30, 2023 | 80.09% |
| March 31, 2023 | 80.09% |
| February 28, 2023 | 80.09% |
| January 31, 2023 | 80.09% |
| December 31, 2022 | 80.09% |
| November 30, 2022 | 80.09% |
| October 31, 2022 | 80.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.80% |
| August 31, 2022 | 75.80% |
| July 31, 2022 | 75.80% |
| June 30, 2022 | 75.80% |
| May 31, 2022 | 75.80% |
| April 30, 2022 | 75.80% |
| March 31, 2022 | 75.80% |
| February 28, 2022 | 66.83% |
| January 31, 2022 | 64.75% |
| December 31, 2021 | 64.70% |
| November 30, 2021 | 59.79% |
| October 31, 2021 | 55.97% |
| September 30, 2021 | 54.25% |
| August 31, 2021 | 50.19% |
| July 31, 2021 | 41.33% |
| June 30, 2021 | 38.06% |
| May 31, 2021 | 38.06% |
| April 30, 2021 | 38.06% |
| March 31, 2021 | 38.06% |
| February 28, 2021 | 42.25% |
| January 31, 2021 | 49.16% |
| December 31, 2020 | 49.16% |
| November 30, 2020 | 49.16% |
| October 31, 2020 | 49.16% |
| September 30, 2020 | 49.16% |
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
38.06%
Minimum
Mar 2021
80.09%
Maximum
Oct 2022
65.82%
Average
75.80%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Amazon.com Inc | 56.15% |
| Tesla Inc | 73.63% |
| JD.com Inc | 79.15% |
| PDD Holdings Inc | -- |
| NIO Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.44 |
| Beta (5Y) | 0.3551 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.85% |
| Historical Sharpe Ratio (5Y) | -0.2932 |
| Historical Sortino (5Y) | -0.5325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.96% |