Baidu Inc (BIDU)
91.85
+1.39
(+1.54%)
USD |
NASDAQ |
Nov 05, 16:00
91.85
0.00 (0.00%)
After-Hours: 16:16
Baidu Max Drawdown (5Y): 77.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.47% |
| September 30, 2024 | 77.47% |
| August 31, 2024 | 77.47% |
| July 31, 2024 | 77.47% |
| June 30, 2024 | 77.47% |
| May 31, 2024 | 77.47% |
| April 30, 2024 | 77.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
66.79%
Minimum
Nov 2019
77.47%
Maximum
Oct 2022
73.19%
Average
70.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bilibili Inc | 94.30% |
| Tencent Holdings Ltd | 73.29% |
| NetEase Inc | 57.32% |
| iQIYI Inc | 95.45% |
| Weibo Corp | 92.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.13 |
| Beta (5Y) | 0.5104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.03% |
| Historical Sharpe Ratio (5Y) | -0.0908 |
| Historical Sortino (5Y) | -0.1646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.75% |