CNFinance Holdings Ltd (CNF)
0.95
-0.02
(-2.06%)
USD |
NYSE |
Nov 21, 16:00
0.93
-0.02
(-2.11%)
Pre-Market: 20:00
CNFinance Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| The9 Ltd | 99.57% |
| LexinFintech Holdings Ltd | -- |
| UP Fintech Holding Ltd | -- |
| Noah Holdings Ltd | 82.16% |
| Pintec Technology Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.97 |
| Beta (5Y) | 0.0112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.36% |
| Historical Sharpe Ratio (5Y) | -0.4534 |
| Historical Sortino (5Y) | -0.8102 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.74% |