BYD Co Ltd (BYDDF)
33.97
+0.10
(+0.30%)
USD |
OTCM |
Nov 15, 15:58
BYD Max Drawdown (5Y): 58.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.35% |
| September 30, 2024 | 58.35% |
| August 31, 2024 | 58.35% |
| July 31, 2024 | 58.35% |
| June 30, 2024 | 58.35% |
| May 31, 2024 | 58.35% |
| April 30, 2024 | 58.35% |
| March 31, 2024 | 58.35% |
| February 29, 2024 | 58.35% |
| January 31, 2024 | 58.35% |
| December 31, 2023 | 58.35% |
| November 30, 2023 | 58.35% |
| October 31, 2023 | 58.35% |
| September 30, 2023 | 58.35% |
| August 31, 2023 | 58.35% |
| July 31, 2023 | 58.35% |
| June 30, 2023 | 58.35% |
| May 31, 2023 | 58.35% |
| April 30, 2023 | 58.35% |
| March 31, 2023 | 58.35% |
| February 28, 2023 | 58.35% |
| January 31, 2023 | 58.35% |
| December 31, 2022 | 58.35% |
| November 30, 2022 | 58.35% |
| October 31, 2022 | 58.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.35% |
| August 31, 2022 | 58.35% |
| July 31, 2022 | 58.35% |
| June 30, 2022 | 58.35% |
| May 31, 2022 | 58.35% |
| April 30, 2022 | 58.35% |
| March 31, 2022 | 58.35% |
| February 28, 2022 | 58.35% |
| January 31, 2022 | 58.35% |
| December 31, 2021 | 58.35% |
| November 30, 2021 | 58.35% |
| October 31, 2021 | 58.35% |
| September 30, 2021 | 58.35% |
| August 31, 2021 | 58.35% |
| July 31, 2021 | 58.35% |
| June 30, 2021 | 58.35% |
| May 31, 2021 | 58.35% |
| April 30, 2021 | 58.35% |
| March 31, 2021 | 58.35% |
| February 28, 2021 | 58.35% |
| January 31, 2021 | 58.35% |
| December 31, 2020 | 58.35% |
| November 30, 2020 | 58.35% |
| October 31, 2020 | 58.35% |
| September 30, 2020 | 58.35% |
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
54.88%
Minimum
Dec 2019
66.89%
Maximum
Nov 2019
58.31%
Average
58.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NIO Inc | 94.16% |
| Li Auto Inc | -- |
| XPeng Inc | -- |
| ZEEKR Intelligent Technology Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 44.85 |
| Beta (5Y) | 0.3124 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.46% |
| Historical Sharpe Ratio (5Y) | 0.8362 |
| Historical Sortino (5Y) | 1.970 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |