BEST Inc (BEST)
2.69
0.00 (0.00%)
USD |
NYSE |
Nov 13, 16:00
BEST Max Drawdown (5Y): 99.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.22% |
| September 30, 2024 | 99.22% |
| August 31, 2024 | 99.22% |
| July 31, 2024 | 99.22% |
| June 30, 2024 | 99.22% |
| May 31, 2024 | 99.22% |
| April 30, 2024 | 99.22% |
| March 31, 2024 | 99.22% |
| February 29, 2024 | 99.22% |
| January 31, 2024 | 99.22% |
| December 31, 2023 | 99.22% |
| November 30, 2023 | 99.22% |
| October 31, 2023 | 99.22% |
| September 30, 2023 | 99.22% |
| August 31, 2023 | 99.22% |
| July 31, 2023 | 99.22% |
| June 30, 2023 | 99.22% |
| May 31, 2023 | 99.22% |
| April 30, 2023 | 99.22% |
| March 31, 2023 | 99.22% |
| February 28, 2023 | 99.22% |
| January 31, 2023 | 99.22% |
| December 31, 2022 | 99.22% |
| November 30, 2022 | 99.22% |
| October 31, 2022 | 99.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.95% |
| August 31, 2022 | 98.46% |
| July 31, 2022 | 98.46% |
| June 30, 2022 | 98.46% |
| May 31, 2022 | 98.34% |
| April 30, 2022 | 96.97% |
| March 31, 2022 | 96.32% |
| February 28, 2022 | 94.95% |
| January 31, 2022 | 94.95% |
| December 31, 2021 | 93.83% |
| November 30, 2021 | 92.50% |
| October 31, 2021 | 92.50% |
| September 30, 2021 | 92.50% |
| August 31, 2021 | 92.50% |
| July 31, 2021 | 92.50% |
| June 30, 2021 | 91.18% |
| May 31, 2021 | 91.18% |
| April 30, 2021 | 89.78% |
| March 31, 2021 | 86.92% |
| February 28, 2021 | 84.98% |
| January 31, 2021 | 84.98% |
| December 31, 2020 | 84.67% |
| November 30, 2020 | 80.80% |
| October 31, 2020 | 80.50% |
| September 30, 2020 | 76.86% |
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
70.05%
Minimum
Nov 2019
99.22%
Maximum
Nov 2022
91.08%
Average
97.65%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.41 |
| Beta (5Y) | 0.8048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.02% |
| Historical Sharpe Ratio (5Y) | -0.7973 |
| Historical Sortino (5Y) | -1.199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.98% |