Gaotu Techedu Inc (GOTU)
2.61
+0.01
(+0.38%)
USD |
NYSE |
Nov 21, 16:00
2.55
-0.06
(-2.30%)
Pre-Market: 07:34
Gaotu Techedu Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| 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.
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
| Dingdong (Cayman) Ltd | -- |
| QuantaSing Group Ltd | -- |
| Tantech Holdings Ltd | 99.99% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.76 |
| Beta (5Y) | 0.0262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.6% |
| Historical Sharpe Ratio (5Y) | -0.2203 |
| Historical Sortino (5Y) | -0.541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.46% |