Cheetah Mobile Inc (CMCM)
4.40
-0.01
(-0.23%)
USD |
NYSE |
Nov 14, 10:35
Cheetah Mobile Max Drawdown (5Y): 96.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.58% |
| September 30, 2024 | 96.58% |
| August 31, 2024 | 96.58% |
| July 31, 2024 | 96.58% |
| June 30, 2024 | 96.58% |
| May 31, 2024 | 96.58% |
| April 30, 2024 | 96.58% |
| March 31, 2024 | 96.58% |
| February 29, 2024 | 96.58% |
| January 31, 2024 | 96.58% |
| December 31, 2023 | 96.58% |
| November 30, 2023 | 96.58% |
| October 31, 2023 | 96.58% |
| September 30, 2023 | 96.58% |
| August 31, 2023 | 96.58% |
| July 31, 2023 | 96.58% |
| June 30, 2023 | 96.58% |
| May 31, 2023 | 96.58% |
| April 30, 2023 | 96.58% |
| March 31, 2023 | 96.58% |
| February 28, 2023 | 96.58% |
| January 31, 2023 | 96.58% |
| December 31, 2022 | 96.58% |
| November 30, 2022 | 96.58% |
| October 31, 2022 | 95.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.54% |
| August 31, 2022 | 93.80% |
| July 31, 2022 | 93.80% |
| June 30, 2022 | 93.80% |
| May 31, 2022 | 93.80% |
| April 30, 2022 | 93.80% |
| March 31, 2022 | 93.80% |
| February 28, 2022 | 93.80% |
| January 31, 2022 | 93.80% |
| December 31, 2021 | 93.80% |
| November 30, 2021 | 93.80% |
| October 31, 2021 | 93.80% |
| September 30, 2021 | 93.80% |
| August 31, 2021 | 93.80% |
| July 31, 2021 | 93.80% |
| June 30, 2021 | 93.80% |
| May 31, 2021 | 93.80% |
| April 30, 2021 | 93.80% |
| March 31, 2021 | 93.80% |
| February 28, 2021 | 93.80% |
| January 31, 2021 | 93.80% |
| December 31, 2020 | 93.80% |
| November 30, 2020 | 93.80% |
| October 31, 2020 | 93.80% |
| September 30, 2020 | 93.80% |
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
91.36%
Minimum
Nov 2019
96.58%
Maximum
Nov 2022
94.81%
Average
93.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| Phoenix New Media Ltd | 92.60% |
| PLDT Inc | 67.43% |
| Sify Technologies Ltd | 94.34% |
| Bilibili Inc | 94.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.90 |
| Beta (5Y) | 1.492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.24% |
| Historical Sharpe Ratio (5Y) | -0.2745 |
| Historical Sortino (5Y) | -0.6106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.94% |