Phoenix New Media Ltd. (FENG)
1.40
0.00 (0.00%)
USD |
NYSE |
Oct 02, 16:00
1.40
0.00 (0.00%)
Pre-Market: 20:00
Phoenix New Media Max Drawdown (5Y) : 92.60% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 92.60% |
| August 31, 2026 | 92.60% |
| July 31, 2026 | 92.60% |
| June 30, 2026 | 92.60% |
| May 31, 2026 | 92.60% |
| April 30, 2026 | 92.60% |
| March 31, 2026 | 92.60% |
| February 28, 2026 | 92.60% |
| January 31, 2026 | 92.60% |
| December 31, 2025 | 92.60% |
| November 30, 2025 | 92.60% |
| October 31, 2025 | 92.60% |
| September 30, 2025 | 92.60% |
| August 31, 2025 | 92.60% |
| July 31, 2025 | 92.60% |
| June 30, 2025 | 92.60% |
| May 31, 2025 | 92.60% |
| April 30, 2025 | 92.60% |
| March 31, 2025 | 92.60% |
| February 28, 2025 | 92.60% |
| January 31, 2025 | 92.60% |
| December 31, 2024 | 92.60% |
| November 30, 2024 | 92.60% |
| October 31, 2024 | 92.60% |
| September 30, 2024 | 92.60% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 84.00% |
| August 31, 2022 | 84.00% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Baidu, Inc. | 77.47% |
| Fangdd Network Group Ltd. | 100.00% |
| 36Kr Holdings, Inc. | 98.62% |
| Bilibili, Inc. | 94.30% |
| Rediff.com India Ltd. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.71 |
| Beta (5Y) | -0.1826 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.92% |
| Historical Sharpe Ratio (5Y) | -0.5341 |
| Historical Sortino (5Y) | -0.9698 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.93% |