DouYu International Holdings Ltd (DOYU)
9.72
-0.01
(-0.10%)
USD |
NASDAQ |
Nov 21, 16:00
9.71
-0.01
(-0.10%)
Pre-Market: 20:00
DouYu International 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
| Cheetah Mobile Inc | 96.65% |
| iQIYI Inc | -- |
| TuanChe Ltd | -- |
| Jiayin Group Inc | -- |
| 36KR Holdings Inc | -- |
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% |