New Oriental Education & Technology Group Inc (EDU)
57.36
-0.35
(-0.61%)
USD |
NYSE |
Nov 22, 16:00
57.38
+0.02
(+0.03%)
After-Hours: 20:00
New Oriental Education & Technology Group Max Drawdown (5Y): 95.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.61% |
| September 30, 2024 | 95.61% |
| August 31, 2024 | 95.61% |
| July 31, 2024 | 95.61% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.61% |
| August 31, 2022 | 95.61% |
| July 31, 2022 | 95.61% |
| June 30, 2022 | 95.61% |
| 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% |
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
Nov 2019
95.61%
Maximum
Mar 2022
80.90%
Average
95.61%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| TAL Education Group | 98.06% |
| Yatsen Holding Ltd | -- |
| RLX Technology Inc | -- |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.00 |
| Beta (5Y) | 0.4886 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.07% |
| Historical Sharpe Ratio (5Y) | -0.2191 |
| Historical Sortino (5Y) | -0.2916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.32% |