DouYu International Holdings Ltd (DOYU)
10.27
-0.32
(-3.02%)
USD |
NASDAQ |
Nov 14, 10:22
DouYu International Holdings Max Drawdown (5Y): 96.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.56% |
| September 30, 2024 | 96.56% |
| August 31, 2024 | 96.56% |
| July 31, 2024 | 96.56% |
| June 30, 2024 | 96.56% |
| May 31, 2024 | 96.56% |
| April 30, 2024 | 96.56% |
| March 31, 2024 | 96.56% |
| February 29, 2024 | 96.34% |
| January 31, 2024 | 96.34% |
| December 31, 2023 | 96.34% |
| November 30, 2023 | 96.34% |
| October 31, 2023 | 95.51% |
| September 30, 2023 | 95.20% |
| August 31, 2023 | 95.20% |
| July 31, 2023 | 95.20% |
| June 30, 2023 | 95.20% |
| May 31, 2023 | 95.20% |
| April 30, 2023 | 95.20% |
| March 31, 2023 | 95.20% |
| February 28, 2023 | 95.20% |
| January 31, 2023 | 95.20% |
| December 31, 2022 | 95.20% |
| November 30, 2022 | 95.20% |
| October 31, 2022 | 95.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.79% |
| August 31, 2022 | 94.11% |
| July 31, 2022 | 94.11% |
| June 30, 2022 | 94.00% |
| May 31, 2022 | 93.74% |
| April 30, 2022 | 93.17% |
| March 31, 2022 | 93.17% |
| February 28, 2022 | 89.36% |
| January 31, 2022 | 89.36% |
| December 31, 2021 | 88.32% |
| November 30, 2021 | 85.82% |
| October 31, 2021 | 84.25% |
| September 30, 2021 | 83.99% |
| August 31, 2021 | 83.99% |
| July 31, 2021 | 80.34% |
| June 30, 2021 | 64.34% |
| May 31, 2021 | 62.25% |
| April 30, 2021 | 52.50% |
| March 31, 2021 | 46.77% |
| February 28, 2021 | 45.74% |
| January 31, 2021 | 45.74% |
| December 31, 2020 | 45.74% |
| November 30, 2020 | 45.74% |
| October 31, 2020 | 45.74% |
| September 30, 2020 | 45.74% |
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
38.09%
Minimum
Nov 2019
96.56%
Maximum
Mar 2024
77.76%
Average
93.46%
Median
Max Drawdown (5Y) Benchmarks
| Cheetah Mobile Inc | 96.58% |
| Bilibili Inc | 94.30% |
| HUYA Inc | 96.38% |
| TuanChe Ltd | 99.61% |
| iQIYI Inc | 95.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.98 |
| Beta (5Y) | 0.9579 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.78% |
| Historical Sharpe Ratio (5Y) | -0.3527 |
| Historical Sortino (5Y) | -0.6813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.38% |