Daqo New Energy Corp (DQ)
23.59
-0.16
(-0.67%)
USD |
NYSE |
Apr 25, 16:00
24.00
+0.41
(+1.74%)
After-Hours: 20:00
Daqo New Energy Max Drawdown (5Y): 85.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 69.34% |
| February 28, 2021 | 69.34% |
| January 31, 2021 | 69.34% |
| December 31, 2020 | 72.21% |
| November 30, 2020 | 79.81% |
| October 31, 2020 | 81.75% |
| September 30, 2020 | 81.75% |
| August 31, 2020 | 83.50% |
| July 31, 2020 | 83.50% |
| June 30, 2020 | 83.50% |
| May 31, 2020 | 84.29% |
| April 30, 2020 | 84.29% |
| March 31, 2020 | 84.29% |
| February 29, 2020 | 84.29% |
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
Jan 2021
85.67%
Maximum
Feb 2024
76.36%
Average
71.22%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Aurora Mobile Ltd | 98.96% |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 28.72 |
| Beta (5Y) | 0.2234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.06% |
| Historical Sharpe Ratio (5Y) | 0.3763 |
| Historical Sortino (5Y) | 0.9721 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.75% |