Phoenix New Media Ltd (FENG)

2.37 -0.05 (-2.06%) USD  |  NYSE  |  Dec 20, 16:00
2.38 +0.01 (+0.42%) After-Hours: 20:00
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Phoenix New Media Max Drawdown (5Y): 92.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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PLDT Inc 68.17%
Sify Technologies Ltd 94.34%
PT Telkom Indonesia (Persero) Tbk 50.55%
Cheetah Mobile Inc 96.65%
TuanChe Ltd 99.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -26.33
Beta (5Y) 0.7195
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.73%
Historical Sharpe Ratio (5Y) -0.2331
Historical Sortino (5Y) -0.4625
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.48%