Daqo New Energy Corp (DQ)

17.51 +0.11 (+0.63%) USD  |  NYSE  |  Dec 20, 16:00
17.52 +0.01 (+0.06%) After-Hours: 20:00
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Daqo New Energy Max Drawdown (5Y): 88.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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JinkoSolar Holding Co Ltd 77.83%
Infosys Ltd 42.32%
VNET Group Inc 96.67%
Canaan Inc 97.93%
Aurora Mobile Ltd 98.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.16
Beta (5Y) 0.2820
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 85.83%
Historical Sharpe Ratio (5Y) 0.2205
Historical Sortino (5Y) 0.5671
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.54%