Canaan, Inc. (CAN)
0.252
-0.01
(-2.29%)
USD |
NASDAQ |
Oct 15, 16:00
0.2521
0.00 (0.00%)
After-Hours: 19:40
Canaan Max Drawdown (5Y) : 98.82% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 98.82% |
| August 31, 2026 | 98.82% |
| July 31, 2026 | 98.82% |
| June 30, 2026 | 98.82% |
| May 31, 2026 | 98.82% |
| April 30, 2026 | 98.82% |
| March 31, 2026 | 98.82% |
| February 28, 2026 | 98.82% |
| January 31, 2026 | 98.41% |
| December 31, 2025 | 98.41% |
| November 30, 2025 | 98.41% |
| October 31, 2025 | 98.41% |
| September 30, 2025 | 98.41% |
| August 31, 2025 | 98.41% |
| July 31, 2025 | 98.41% |
| June 30, 2025 | 98.41% |
| May 31, 2025 | 98.35% |
| April 30, 2025 | 98.21% |
| March 31, 2025 | 97.93% |
| February 28, 2025 | 97.93% |
| January 31, 2025 | 97.93% |
| December 31, 2024 | 97.93% |
| November 30, 2024 | 97.93% |
| October 31, 2024 | 97.93% |
| September 30, 2024 | 97.93% |
| Date | Value |
|---|---|
| August 31, 2024 | 97.93% |
| July 31, 2024 | 97.93% |
| June 30, 2024 | 97.93% |
| May 31, 2024 | 97.93% |
| April 30, 2024 | 97.93% |
| March 31, 2024 | 96.70% |
| February 29, 2024 | 96.70% |
| January 31, 2024 | 96.65% |
| December 31, 2023 | 96.65% |
| November 30, 2023 | 95.85% |
| October 31, 2023 | 95.38% |
| September 30, 2023 | 95.38% |
| August 31, 2023 | 94.81% |
| July 31, 2023 | 94.81% |
| June 30, 2023 | 94.81% |
| May 31, 2023 | 94.81% |
| April 30, 2023 | 94.81% |
| March 31, 2023 | 94.81% |
| February 28, 2023 | 94.81% |
| January 31, 2023 | 94.81% |
| December 31, 2022 | 94.81% |
| November 30, 2022 | 93.49% |
| October 31, 2022 | 92.20% |
| September 30, 2022 | 92.20% |
| August 31, 2022 | 92.20% |
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
| Himax Technologies, Inc. | 66.11% |
| Silicon Motion Technology Corp. | 56.53% |
| ASE Technology Holding Co., Ltd. | 45.97% |
| Daqo New Energy Corp. | 89.74% |
| Creative Technology Ltd. | 85.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.83 |
| Beta (5Y) | 2.631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.0% |
| Historical Sharpe Ratio (5Y) | -0.4438 |
| Historical Sortino (5Y) | -1.080 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.98% |