Daqo New Energy Corp (DQ)
19.22
-0.90
(-4.50%)
USD |
NYSE |
Nov 21, 16:00
19.22
0.00 (0.00%)
After-Hours: 16:26
Daqo New Energy Max Drawdown (5Y): 88.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.69% |
| September 30, 2024 | 88.69% |
| August 31, 2024 | 88.69% |
| July 31, 2024 | 88.47% |
| June 30, 2024 | 88.24% |
| May 31, 2024 | 85.67% |
| April 30, 2024 | 85.67% |
| March 31, 2024 | 85.67% |
| February 29, 2024 | 85.67% |
| January 31, 2024 | 85.46% |
| December 31, 2023 | 82.19% |
| November 30, 2023 | 81.21% |
| October 31, 2023 | 81.21% |
| September 30, 2023 | 76.06% |
| August 31, 2023 | 72.34% |
| July 31, 2023 | 71.22% |
| June 30, 2023 | 71.22% |
| May 31, 2023 | 71.22% |
| April 30, 2023 | 71.22% |
| March 31, 2023 | 71.22% |
| February 28, 2023 | 71.22% |
| January 31, 2023 | 71.22% |
| December 31, 2022 | 71.22% |
| November 30, 2022 | 71.22% |
| October 31, 2022 | 71.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.22% |
| August 31, 2022 | 71.22% |
| July 31, 2022 | 71.22% |
| June 30, 2022 | 71.22% |
| May 31, 2022 | 71.22% |
| April 30, 2022 | 71.22% |
| March 31, 2022 | 71.22% |
| February 28, 2022 | 71.22% |
| January 31, 2022 | 71.10% |
| December 31, 2021 | 69.72% |
| November 30, 2021 | 69.34% |
| October 31, 2021 | 69.34% |
| September 30, 2021 | 69.34% |
| August 31, 2021 | 69.34% |
| July 31, 2021 | 69.34% |
| June 30, 2021 | 69.34% |
| May 31, 2021 | 69.34% |
| April 30, 2021 | 69.34% |
| March 31, 2021 | 72.48% |
| February 28, 2021 | 75.28% |
| January 31, 2021 | 79.81% |
| December 31, 2020 | 83.18% |
| November 30, 2020 | 83.18% |
| October 31, 2020 | 83.50% |
| September 30, 2020 | 83.50% |
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
69.34%
Minimum
Apr 2021
88.69%
Maximum
Aug 2024
77.41%
Average
73.88%
Median
Max Drawdown (5Y) Benchmarks
| JinkoSolar Holding Co Ltd | 77.83% |
| VNET Group Inc | 96.67% |
| Infosys Ltd | 42.32% |
| Aurora Mobile Ltd | -- |
| Canaan Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.83 |
| Beta (5Y) | 0.3229 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.75% |
| Historical Sharpe Ratio (5Y) | 0.2565 |
| Historical Sortino (5Y) | 0.6573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.50% |