BYD Co Ltd (BYDDY)
51.30
-0.76
(-1.46%)
USD |
OTCM |
Apr 19, 16:00
BYD Max Drawdown (5Y): 58.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.09% |
| February 29, 2024 | 58.09% |
| January 31, 2024 | 58.09% |
| December 31, 2023 | 58.09% |
| November 30, 2023 | 58.09% |
| October 31, 2023 | 58.09% |
| September 30, 2023 | 58.09% |
| August 31, 2023 | 58.09% |
| July 31, 2023 | 58.09% |
| June 30, 2023 | 58.09% |
| May 31, 2023 | 58.09% |
| April 30, 2023 | 58.09% |
| March 31, 2023 | 58.09% |
| February 28, 2023 | 58.09% |
| January 31, 2023 | 58.09% |
| December 31, 2022 | 58.09% |
| November 30, 2022 | 58.09% |
| October 31, 2022 | 58.09% |
| September 30, 2022 | 58.09% |
| August 31, 2022 | 58.09% |
| July 31, 2022 | 58.09% |
| June 30, 2022 | 58.09% |
| May 31, 2022 | 58.09% |
| April 30, 2022 | 58.09% |
| March 31, 2022 | 58.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.09% |
| January 31, 2022 | 58.09% |
| December 31, 2021 | 58.09% |
| November 30, 2021 | 58.09% |
| October 31, 2021 | 58.09% |
| September 30, 2021 | 58.09% |
| August 31, 2021 | 58.09% |
| July 31, 2021 | 58.09% |
| June 30, 2021 | 58.09% |
| May 31, 2021 | 58.09% |
| April 30, 2021 | 58.09% |
| March 31, 2021 | 58.09% |
| February 28, 2021 | 58.09% |
| January 31, 2021 | 58.09% |
| December 31, 2020 | 58.09% |
| November 30, 2020 | 58.09% |
| October 31, 2020 | 58.09% |
| September 30, 2020 | 58.09% |
| August 31, 2020 | 58.09% |
| July 31, 2020 | 58.09% |
| June 30, 2020 | 58.09% |
| May 31, 2020 | 58.09% |
| April 30, 2020 | 58.09% |
| March 31, 2020 | 58.09% |
| February 29, 2020 | 55.03% |
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
55.03%
Minimum
Dec 2019
67.24%
Maximum
Apr 2019
59.16%
Average
58.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| XPeng Inc | -- |
| NIO Inc | 92.84% |
| Tesla Inc | 73.63% |
| Li Auto Inc | -- |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.81 |
| Beta (5Y) | 0.4471 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.71% |
| Historical Sharpe Ratio (5Y) | 0.5391 |
| Historical Sortino (5Y) | 1.266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.28% |