Bilibili Inc (BILI)
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+1.55
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Nov 05, 11:20
Bilibili Max Drawdown (5Y): 94.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.30% |
| September 30, 2024 | 94.30% |
| August 31, 2024 | 94.30% |
| July 31, 2024 | 94.30% |
| June 30, 2024 | 94.30% |
| May 31, 2024 | 94.30% |
| April 30, 2024 | 94.30% |
| March 31, 2024 | 94.30% |
| February 29, 2024 | 94.30% |
| January 31, 2024 | 94.30% |
| December 31, 2023 | 94.30% |
| November 30, 2023 | 94.30% |
| October 31, 2023 | 94.30% |
| September 30, 2023 | 94.30% |
| August 31, 2023 | 94.30% |
| July 31, 2023 | 94.30% |
| June 30, 2023 | 94.30% |
| May 31, 2023 | 94.30% |
| April 30, 2023 | 94.30% |
| March 31, 2023 | 94.30% |
| February 28, 2023 | 94.30% |
| January 31, 2023 | 94.30% |
| December 31, 2022 | 94.30% |
| November 30, 2022 | 94.30% |
| October 31, 2022 | 94.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.25% |
| August 31, 2022 | 89.15% |
| July 31, 2022 | 89.15% |
| June 30, 2022 | 89.15% |
| May 31, 2022 | 89.15% |
| April 30, 2022 | 89.15% |
| March 31, 2022 | 89.15% |
| February 28, 2022 | 80.72% |
| January 31, 2022 | 80.65% |
| December 31, 2021 | 72.78% |
| November 30, 2021 | 60.36% |
| October 31, 2021 | 60.36% |
| September 30, 2021 | 58.86% |
| August 31, 2021 | 58.86% |
| July 31, 2021 | 51.76% |
| June 30, 2021 | 51.76% |
| May 31, 2021 | 51.76% |
| April 30, 2021 | 51.76% |
| March 31, 2021 | 51.76% |
| February 28, 2021 | 51.76% |
| January 31, 2021 | 51.76% |
| December 31, 2020 | 51.76% |
| November 30, 2020 | 51.76% |
| October 31, 2020 | 51.76% |
| September 30, 2020 | 51.76% |
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
51.76%
Minimum
Nov 2019
94.30%
Maximum
Oct 2022
75.70%
Average
89.15%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| TuanChe Ltd | 99.61% |
| Sify Technologies Ltd | 94.34% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| 36KR Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.545 |
| Beta (5Y) | 0.8643 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.37% |
| Historical Sharpe Ratio (5Y) | 0.054 |
| Historical Sortino (5Y) | 0.1261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.85% |