Phoenix New Media Ltd (FENG)
2.42
-0.05
(-2.02%)
USD |
NYSE |
Nov 22, 10:01
Phoenix New Media Max Drawdown (5Y): 92.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.60% |
| September 30, 2024 | 92.60% |
| August 31, 2024 | 92.60% |
| July 31, 2024 | 92.60% |
| June 30, 2024 | 92.60% |
| May 31, 2024 | 92.60% |
| April 30, 2024 | 92.60% |
| March 31, 2024 | 92.60% |
| February 29, 2024 | 92.60% |
| January 31, 2024 | 92.60% |
| December 31, 2023 | 92.60% |
| November 30, 2023 | 92.60% |
| October 31, 2023 | 92.60% |
| September 30, 2023 | 92.60% |
| August 31, 2023 | 91.20% |
| July 31, 2023 | 88.93% |
| June 30, 2023 | 87.07% |
| May 31, 2023 | 85.73% |
| April 30, 2023 | 85.73% |
| March 31, 2023 | 85.73% |
| February 28, 2023 | 85.60% |
| January 31, 2023 | 84.00% |
| December 31, 2022 | 84.00% |
| November 30, 2022 | 84.00% |
| October 31, 2022 | 84.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.00% |
| August 31, 2022 | 84.00% |
| July 31, 2022 | 84.00% |
| June 30, 2022 | 84.00% |
| May 31, 2022 | 84.00% |
| April 30, 2022 | 81.46% |
| March 31, 2022 | 81.46% |
| February 28, 2022 | 81.46% |
| January 31, 2022 | 81.46% |
| December 31, 2021 | 81.46% |
| November 30, 2021 | 81.46% |
| October 31, 2021 | 81.46% |
| September 30, 2021 | 81.46% |
| August 31, 2021 | 81.46% |
| July 31, 2021 | 81.46% |
| June 30, 2021 | 81.46% |
| May 31, 2021 | 81.46% |
| April 30, 2021 | 81.46% |
| March 31, 2021 | 81.46% |
| February 28, 2021 | 81.46% |
| January 31, 2021 | 81.46% |
| December 31, 2020 | 81.46% |
| November 30, 2020 | 81.46% |
| October 31, 2020 | 81.46% |
| September 30, 2020 | 81.46% |
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
81.46%
Minimum
Nov 2019
92.60%
Maximum
Sep 2023
85.10%
Average
82.73%
Median
Max Drawdown (5Y) Benchmarks
| PLDT Inc | 68.17% |
| Sify Technologies Ltd | 94.34% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| Cheetah Mobile Inc | 96.65% |
| TuanChe Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.56 |
| Beta (5Y) | 0.7757 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.37% |
| Historical Sharpe Ratio (5Y) | -0.1758 |
| Historical Sortino (5Y) | -0.3453 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.48% |