Bilibili Inc (BILI)

19.59 -0.14 (-0.71%) USD  |  NASDAQ  |  Dec 20, 16:00
19.70 +0.11 (+0.56%) After-Hours: 20:00
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Bilibili Max Drawdown (5Y): 94.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Baidu Inc 77.47%
Sify Technologies Ltd 94.34%
PT Telkom Indonesia (Persero) Tbk 50.55%
PLDT Inc 68.17%
TuanChe Ltd 99.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.02
Beta (5Y) 0.8015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 84.91%
Historical Sharpe Ratio (5Y) -0.0037
Historical Sortino (5Y) -0.0086
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.85%