New Oriental Education & Technology Group Inc (EDU)
54.00
-1.43
(-2.58%)
USD |
NYSE |
Sep 21, 16:00
54.00
0.00 (0.00%)
After-Hours: 20:00
New Oriental Education & Technology Group Max Drawdown (5Y): 95.61% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2020 | 52.49% |
| March 31, 2020 | 52.49% |
| February 29, 2020 | 52.49% |
| January 31, 2020 | 52.49% |
| December 31, 2019 | 52.49% |
| November 30, 2019 | 52.49% |
| October 31, 2019 | 52.49% |
| September 30, 2019 | 52.49% |
| August 31, 2019 | 52.49% |
| July 31, 2019 | 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
45.69%
Minimum
Sep 2018
95.61%
Maximum
Mar 2022
70.70%
Average
52.49%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TAL Education Group | 98.06% |
| Yatsen Holding Ltd | -- |
| Tantech Holdings Ltd | 99.80% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.33 |
| Beta (5Y) | 0.6905 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.91% |
| Historical Sharpe Ratio (5Y) | 0.30 |
| Historical Sortino (5Y) | 0.3772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.32% |