BYD Co Ltd (BYDDF)

34.85 +0.36 (+1.04%) USD  |  OTCM  |  Dec 16, 10:02
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BYD Max Drawdown (5Y): 58.35% 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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Max Drawdown (5Y) Benchmarks

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NIO Inc 94.16%
Li Auto Inc --
XPeng Inc --
ZEEKR Intelligent Technology Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 41.76
Beta (5Y) 0.2745
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 58.47%
Historical Sharpe Ratio (5Y) 0.7768
Historical Sortino (5Y) 1.858
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.84%