Youdao Inc (DAO)
5.17
-0.04
(-0.77%)
USD |
NYSE |
Nov 22, 16:00
5.17
0.00 (0.00%)
After-Hours: 18:06
Youdao Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
Dingdong (Cayman) Ltd | -- |
QuantaSing Group Ltd | -- |
Tantech Holdings Ltd | 99.99% |
51 Talk Online Education Group | 97.64% |
Shineco Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.09 |
Beta (5Y) | -0.0562 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.15% |
Historical Sharpe Ratio (5Y) | -0.2565 |
Historical Sortino (5Y) | -0.474 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.70% |