Baidu Inc (BIDU)
99.19
+0.96
(+0.98%)
USD |
NASDAQ |
Apr 24, 16:00
98.75
-0.44
(-0.44%)
After-Hours: 20:00
Baidu Max Drawdown (5Y): 77.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.47% |
February 29, 2024 | 77.47% |
January 31, 2024 | 77.47% |
December 31, 2023 | 77.47% |
November 30, 2023 | 77.47% |
October 31, 2023 | 77.47% |
September 30, 2023 | 77.47% |
August 31, 2023 | 77.47% |
July 31, 2023 | 77.47% |
June 30, 2023 | 77.47% |
May 31, 2023 | 77.47% |
April 30, 2023 | 77.47% |
March 31, 2023 | 77.47% |
February 28, 2023 | 77.47% |
January 31, 2023 | 77.47% |
December 31, 2022 | 77.47% |
November 30, 2022 | 77.47% |
October 31, 2022 | 77.47% |
September 30, 2022 | 70.56% |
August 31, 2022 | 70.56% |
July 31, 2022 | 70.56% |
June 30, 2022 | 70.56% |
May 31, 2022 | 70.56% |
April 30, 2022 | 70.56% |
March 31, 2022 | 70.56% |
Date | Value |
---|---|
February 28, 2022 | 70.56% |
January 31, 2022 | 70.56% |
December 31, 2021 | 70.56% |
November 30, 2021 | 70.56% |
October 31, 2021 | 70.56% |
September 30, 2021 | 70.56% |
August 31, 2021 | 70.56% |
July 31, 2021 | 70.56% |
June 30, 2021 | 70.56% |
May 31, 2021 | 70.56% |
April 30, 2021 | 70.56% |
March 31, 2021 | 70.56% |
February 28, 2021 | 70.56% |
January 31, 2021 | 70.56% |
December 31, 2020 | 70.56% |
November 30, 2020 | 70.56% |
October 31, 2020 | 70.56% |
September 30, 2020 | 70.56% |
August 31, 2020 | 70.56% |
July 31, 2020 | 70.56% |
June 30, 2020 | 70.56% |
May 31, 2020 | 70.56% |
April 30, 2020 | 70.56% |
March 31, 2020 | 70.56% |
February 29, 2020 | 66.79% |
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
47.12%
Minimum
Apr 2019
77.47%
Maximum
Oct 2022
71.37%
Average
70.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NetEase Inc | 57.32% |
Bilibili Inc | 94.30% |
Tencent Holdings Ltd | 73.29% |
Meta Platforms Inc | 76.74% |
Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.46 |
Beta (5Y) | 0.6806 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.96% |
Historical Sharpe Ratio (5Y) | -0.2116 |
Historical Sortino (5Y) | -0.3622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.78% |