Baozun Inc (BZUN)

3.13 +0.08 (+2.62%) USD  |  NASDAQ  |  Dec 20, 16:00
3.13 0.00 (0.00%) After-Hours: 20:00
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Baozun Max Drawdown (5Y): 96.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Tuniu Corp 96.39%
Dada Nexus Ltd --
Trip.com Group Ltd 71.96%
Kandi Technologies Group Inc 92.63%
Vipshop Holdings Ltd 86.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -48.46
Beta (5Y) 0.3233
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 67.87%
Historical Sharpe Ratio (5Y) -0.6504
Historical Sortino (5Y) -1.364
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.69%