Bilibili Inc (BILI)
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(-1.93%)
USD |
NASDAQ |
Nov 21, 16:00
18.85
+0.03
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Bilibili Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| Sify Technologies Ltd | 94.34% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| TuanChe Ltd | -- |
| iQIYI 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% |