FinVolution Group (FINV)

6.35 +0.06 (+0.95%) USD  |  NYSE  |  Nov 22, 09:45
More

FinVolution Group Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to . Upgrade now.
Date Value

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

LexinFintech Holdings Ltd --
UP Fintech Holding Ltd --
Lufax Holding Ltd --
The9 Ltd 99.57%
Highest Performances Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.30
Beta (5Y) 0.4671
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.46%
Historical Sharpe Ratio (5Y) 0.3254
Historical Sortino (5Y) 0.6923
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.47%