Daqo New Energy Corp (DQ)
14.79
+0.31
(+2.14%)
USD |
NYSE |
Apr 25, 16:00
14.79
0.00 (0.00%)
Pre-Market: 20:00
Daqo New Energy Max Drawdown (5Y): 88.69% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| JinkoSolar Holding Co Ltd | 77.83% |
| VNET Group Inc | 96.67% |
| Xunlei Ltd | 96.03% |
| Wipro Ltd | 55.94% |
| GDS Holdings Ltd | 95.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7473 |
| Beta (5Y) | 0.3752 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.52% |
| Historical Sharpe Ratio (5Y) | 0.0798 |
| Historical Sortino (5Y) | 0.2093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.92% |