HUYA Inc (HUYA)

3.02 -0.03 (-0.98%) USD  |  NYSE  |  Nov 21, 16:00
3.035 +0.02 (+0.50%) Pre-Market: 20:00
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HUYA Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

Bilibili Inc --
TuanChe Ltd --
Jiayin Group Inc --
DouYu International Holdings Ltd --
36KR Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -36.42
Beta (5Y) 0.6304
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 73.12%
Historical Sharpe Ratio (5Y) -0.3869
Historical Sortino (5Y) -0.8529
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.81%