FinVolution Group (FINV)
5.11
+0.24
(+4.93%)
USD |
NYSE |
May 02, 11:26
FinVolution Group Max Drawdown (5Y): 89.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.65% |
March 31, 2024 | 89.65% |
February 29, 2024 | 89.65% |
January 31, 2024 | 89.65% |
December 31, 2023 | 89.65% |
November 30, 2023 | 89.65% |
October 31, 2023 | 89.65% |
September 30, 2023 | 89.65% |
August 31, 2023 | 89.65% |
July 31, 2023 | 89.65% |
June 30, 2023 | 89.65% |
May 31, 2023 | 89.65% |
April 30, 2023 | 89.65% |
March 31, 2023 | 89.65% |
February 28, 2023 | 89.65% |
January 31, 2023 | 89.65% |
December 31, 2022 | 89.65% |
November 30, 2022 | 89.65% |
October 31, 2022 | 89.65% |
September 30, 2022 | 89.65% |
August 31, 2022 | 89.65% |
July 31, 2022 | 89.65% |
June 30, 2022 | 89.65% |
May 31, 2022 | 89.65% |
April 30, 2022 | 89.65% |
Date | Value |
---|---|
March 31, 2022 | 89.65% |
February 28, 2022 | 89.65% |
January 31, 2022 | 89.65% |
December 31, 2021 | 89.65% |
November 30, 2021 | 89.65% |
October 31, 2021 | 89.65% |
September 30, 2021 | 89.65% |
August 31, 2021 | 89.65% |
July 31, 2021 | 89.65% |
June 30, 2021 | 89.65% |
May 31, 2021 | 89.65% |
April 30, 2021 | 89.65% |
March 31, 2021 | 89.65% |
February 28, 2021 | 89.65% |
January 31, 2021 | 89.65% |
December 31, 2020 | 89.65% |
November 30, 2020 | 89.65% |
October 31, 2020 | 89.65% |
September 30, 2020 | 89.65% |
August 31, 2020 | 89.65% |
July 31, 2020 | 89.65% |
June 30, 2020 | 89.65% |
May 31, 2020 | 89.65% |
April 30, 2020 | 89.65% |
March 31, 2020 | 89.65% |
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
76.43%
Minimum
May 2019
89.65%
Maximum
Mar 2020
88.02%
Average
89.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
UP Fintech Holding Ltd | 93.65% |
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.948 |
Beta (5Y) | 0.4625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.55% |
Historical Sharpe Ratio (5Y) | 0.0187 |
Historical Sortino (5Y) | 0.0397 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.48% |