Baozun Inc (BZUN)
3.01
+0.01
(+0.33%)
USD |
NASDAQ |
Nov 04, 12:54
Baozun Max Drawdown (5Y): 96.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.42% |
| September 30, 2024 | 96.42% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.44% |
| August 31, 2022 | 91.44% |
| July 31, 2022 | 91.44% |
| June 30, 2022 | 91.44% |
| May 31, 2022 | 91.44% |
| April 30, 2022 | 91.44% |
| March 31, 2022 | 91.44% |
| February 28, 2022 | 84.12% |
| January 31, 2022 | 82.62% |
| December 31, 2021 | 81.23% |
| November 30, 2021 | 79.21% |
| October 31, 2021 | 74.97% |
| September 30, 2021 | 73.95% |
| August 31, 2021 | 71.88% |
| July 31, 2021 | 65.39% |
| June 30, 2021 | 65.39% |
| May 31, 2021 | 65.39% |
| April 30, 2021 | 65.39% |
| March 31, 2021 | 65.39% |
| February 28, 2021 | 65.39% |
| January 31, 2021 | 65.39% |
| December 31, 2020 | 65.39% |
| November 30, 2020 | 65.39% |
| October 31, 2020 | 65.39% |
| September 30, 2020 | 65.39% |
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
63.69%
Minimum
Nov 2019
96.42%
Maximum
Jan 2024
82.35%
Average
91.44%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Dada Nexus Ltd | -- |
| Li Auto Inc | -- |
| Trip.com Group Ltd | 71.96% |
| Tuniu Corp | 96.04% |
| NIO Inc | 94.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.90 |
| Beta (5Y) | 0.3567 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.10% |
| Historical Sharpe Ratio (5Y) | -0.6452 |
| Historical Sortino (5Y) | -1.353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.59% |