Baozun, Inc. (BZUN)
3.155
+0.08
(+2.77%)
USD |
NASDAQ |
Oct 02, 16:00
3.165
+0.01
(+0.32%)
After-Hours: 20:00
Baozun Max Drawdown (5Y) : 96.42% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 96.42% |
| August 31, 2026 | 96.42% |
| July 31, 2026 | 96.42% |
| June 30, 2026 | 96.42% |
| May 31, 2026 | 96.42% |
| April 30, 2026 | 96.42% |
| March 31, 2026 | 96.42% |
| February 28, 2026 | 96.42% |
| January 31, 2026 | 96.42% |
| December 31, 2025 | 96.42% |
| November 30, 2025 | 96.42% |
| October 31, 2025 | 96.42% |
| September 30, 2025 | 96.42% |
| August 31, 2025 | 96.42% |
| July 31, 2025 | 96.42% |
| June 30, 2025 | 96.42% |
| May 31, 2025 | 96.42% |
| April 30, 2025 | 96.42% |
| March 31, 2025 | 96.42% |
| February 28, 2025 | 96.42% |
| January 31, 2025 | 96.42% |
| December 31, 2024 | 96.42% |
| November 30, 2024 | 96.42% |
| October 31, 2024 | 96.42% |
| September 30, 2024 | 96.42% |
| Date | Value |
|---|---|
| August 31, 2024 | 96.42% |
| July 31, 2024 | 96.42% |
| June 30, 2024 | 96.42% |
| May 31, 2024 | 96.42% |
| April 30, 2024 | 96.42% |
| March 31, 2024 | 96.42% |
| February 29, 2024 | 96.42% |
| January 31, 2024 | 96.42% |
| December 31, 2023 | 95.23% |
| November 30, 2023 | 95.07% |
| October 31, 2023 | 95.03% |
| September 30, 2023 | 94.83% |
| August 31, 2023 | 94.83% |
| July 31, 2023 | 94.83% |
| June 30, 2023 | 94.83% |
| May 31, 2023 | 94.83% |
| April 30, 2023 | 94.83% |
| March 31, 2023 | 94.83% |
| February 28, 2023 | 94.83% |
| January 31, 2023 | 94.83% |
| December 31, 2022 | 94.83% |
| November 30, 2022 | 94.83% |
| October 31, 2022 | 94.06% |
| September 30, 2022 | 91.44% |
| August 31, 2022 | 91.44% |
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
| Mogu, Inc. | 99.50% |
| Alibaba Group Holding Ltd. | 80.09% |
| Kohl's Corp. | 87.57% |
| Vipshop Holdings Ltd. | 86.75% |
| Parkson Retail Group Ltd. | 89.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.16 |
| Beta (5Y) | 0.3904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.30% |
| Historical Sharpe Ratio (5Y) | -0.4799 |
| Historical Sortino (5Y) | -1.047 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.03% |