New Oriental Education & Technology Group Inc (EDU)
73.41
+3.08
(+4.38%)
USD |
NYSE |
Jul 26, 16:00
73.41
0.00 (0.00%)
After-Hours: 20:00
New Oriental Education & Technology Group Max Drawdown (5Y): 95.61% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 95.61% |
May 31, 2024 | 95.61% |
April 30, 2024 | 95.61% |
March 31, 2024 | 95.61% |
February 29, 2024 | 95.61% |
January 31, 2024 | 95.61% |
December 31, 2023 | 95.61% |
November 30, 2023 | 95.61% |
October 31, 2023 | 95.61% |
September 30, 2023 | 95.61% |
August 31, 2023 | 95.61% |
July 31, 2023 | 95.61% |
June 30, 2023 | 95.61% |
May 31, 2023 | 95.61% |
April 30, 2023 | 95.61% |
March 31, 2023 | 95.61% |
February 28, 2023 | 95.61% |
January 31, 2023 | 95.61% |
December 31, 2022 | 95.61% |
November 30, 2022 | 95.61% |
October 31, 2022 | 95.61% |
September 30, 2022 | 95.61% |
August 31, 2022 | 95.61% |
July 31, 2022 | 95.61% |
June 30, 2022 | 95.61% |
Date | Value |
---|---|
May 31, 2022 | 95.61% |
April 30, 2022 | 95.61% |
March 31, 2022 | 95.61% |
February 28, 2022 | 93.60% |
January 31, 2022 | 93.60% |
December 31, 2021 | 91.36% |
November 30, 2021 | 91.36% |
October 31, 2021 | 91.36% |
September 30, 2021 | 91.36% |
August 31, 2021 | 91.36% |
July 31, 2021 | 90.14% |
June 30, 2021 | 61.43% |
May 31, 2021 | 53.91% |
April 30, 2021 | 52.49% |
March 31, 2021 | 52.49% |
February 28, 2021 | 52.49% |
January 31, 2021 | 52.49% |
December 31, 2020 | 52.49% |
November 30, 2020 | 52.49% |
October 31, 2020 | 52.49% |
September 30, 2020 | 52.49% |
August 31, 2020 | 52.49% |
July 31, 2020 | 52.49% |
June 30, 2020 | 52.49% |
May 31, 2020 | 52.49% |
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
52.49%
Minimum
Jul 2019
95.61%
Maximum
Mar 2022
78.02%
Average
92.48%
Median
Max Drawdown (5Y) Benchmarks
TAL Education Group | 98.06% |
Tantech Holdings Ltd | 99.94% |
51 Talk Online Education Group | 97.64% |
Shineco Inc | 99.65% |
Big Tree Cloud Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.10 |
Beta (5Y) | 0.4418 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.95% |
Historical Sharpe Ratio (5Y) | -0.097 |
Historical Sortino (5Y) | -0.1223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.32% |