Phoenix New Media Ltd (FENG)
1.820
-0.04
(-2.15%)
USD |
NYSE |
Apr 23, 16:00
1.85
+0.03
(+1.64%)
Pre-Market: 20:00
Phoenix New Media Max Drawdown (5Y): 92.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 81.46% |
| July 31, 2020 | 81.46% |
| June 30, 2020 | 81.46% |
| May 31, 2020 | 81.46% |
| April 30, 2020 | 81.46% |
| March 31, 2020 | 81.46% |
| February 29, 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
Apr 2019
92.60%
Maximum
Sep 2023
83.80%
Average
81.46%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Sify Technologies Ltd | 81.42% |
| TuanChe Ltd | 99.61% |
| Cheetah Mobile Inc | 96.58% |
| 36KR Holdings Inc | -- |
| Cheer Holding Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.72 |
| Beta (5Y) | 0.7175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.47% |
| Historical Sharpe Ratio (5Y) | -0.3703 |
| Historical Sortino (5Y) | -0.7095 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.39% |