GDS Holdings Ltd (GDS)
18.40
-0.17
(-0.92%)
USD |
NASDAQ |
Nov 21, 16:00
18.24
-0.16
(-0.87%)
After-Hours: 07:34
GDS Holdings Max Drawdown (5Y): 95.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.63% |
| September 30, 2024 | 95.63% |
| August 31, 2024 | 95.63% |
| July 31, 2024 | 95.63% |
| June 30, 2024 | 95.63% |
| May 31, 2024 | 95.63% |
| April 30, 2024 | 95.63% |
| March 31, 2024 | 95.63% |
| February 29, 2024 | 95.63% |
| January 31, 2024 | 95.32% |
| December 31, 2023 | 92.97% |
| November 30, 2023 | 92.54% |
| October 31, 2023 | 92.54% |
| September 30, 2023 | 92.54% |
| August 31, 2023 | 92.54% |
| July 31, 2023 | 92.54% |
| June 30, 2023 | 92.54% |
| May 31, 2023 | 92.54% |
| April 30, 2023 | 92.54% |
| March 31, 2023 | 92.54% |
| February 28, 2023 | 92.54% |
| January 31, 2023 | 92.54% |
| December 31, 2022 | 92.54% |
| November 30, 2022 | 92.54% |
| October 31, 2022 | 92.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.85% |
| August 31, 2022 | 81.83% |
| July 31, 2022 | 81.83% |
| June 30, 2022 | 81.83% |
| May 31, 2022 | 81.83% |
| April 30, 2022 | 81.83% |
| March 31, 2022 | 81.83% |
| February 28, 2022 | 68.43% |
| January 31, 2022 | 68.43% |
| December 31, 2021 | 63.01% |
| November 30, 2021 | 56.77% |
| October 31, 2021 | 56.77% |
| September 30, 2021 | 56.77% |
| August 31, 2021 | 56.77% |
| July 31, 2021 | 55.31% |
| June 30, 2021 | 54.29% |
| May 31, 2021 | 54.29% |
| April 30, 2021 | 54.29% |
| March 31, 2021 | 54.29% |
| February 28, 2021 | 54.29% |
| January 31, 2021 | 54.29% |
| December 31, 2020 | 54.29% |
| November 30, 2020 | 54.29% |
| October 31, 2020 | 54.29% |
| September 30, 2020 | 54.29% |
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
54.29%
Minimum
Nov 2019
95.63%
Maximum
Feb 2024
74.81%
Average
81.83%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Full Truck Alliance Co Ltd | -- |
| VNET Group Inc | 96.67% |
| 9F Inc | -- |
| Global Mofy AI Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.45 |
| Beta (5Y) | 0.2336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.01% |
| Historical Sharpe Ratio (5Y) | -0.2004 |
| Historical Sortino (5Y) | -0.3879 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.39% |