HUYA Inc (HUYA)
4.61
+0.18
(+4.06%)
USD |
NYSE |
Apr 24, 16:00
4.51
-0.10
(-2.17%)
After-Hours: 20:00
HUYA Max Drawdown (5Y): 96.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.38% |
| February 29, 2024 | 96.38% |
| January 31, 2024 | 96.38% |
| December 31, 2023 | 96.38% |
| November 30, 2023 | 96.38% |
| October 31, 2023 | 96.38% |
| September 30, 2023 | 96.38% |
| August 31, 2023 | 96.38% |
| July 31, 2023 | 96.38% |
| June 30, 2023 | 96.38% |
| May 31, 2023 | 96.38% |
| April 30, 2023 | 96.38% |
| March 31, 2023 | 96.38% |
| February 28, 2023 | 96.38% |
| January 31, 2023 | 96.38% |
| December 31, 2022 | 96.38% |
| November 30, 2022 | 96.38% |
| October 31, 2022 | 96.38% |
| September 30, 2022 | 95.43% |
| August 31, 2022 | 93.70% |
| July 31, 2022 | 93.41% |
| June 30, 2022 | 93.41% |
| May 31, 2022 | 93.41% |
| April 30, 2022 | 93.04% |
| March 31, 2022 | 93.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 89.36% |
| January 31, 2022 | 87.83% |
| December 31, 2021 | 87.15% |
| November 30, 2021 | 84.43% |
| October 31, 2021 | 84.43% |
| September 30, 2021 | 83.59% |
| August 31, 2021 | 80.44% |
| July 31, 2021 | 75.38% |
| June 30, 2021 | 74.55% |
| May 31, 2021 | 74.55% |
| April 30, 2021 | 74.55% |
| March 31, 2021 | 74.55% |
| February 28, 2021 | 74.55% |
| January 31, 2021 | 74.55% |
| December 31, 2020 | 74.55% |
| November 30, 2020 | 74.55% |
| October 31, 2020 | 74.55% |
| September 30, 2020 | 74.55% |
| August 31, 2020 | 74.55% |
| July 31, 2020 | 74.55% |
| June 30, 2020 | 74.55% |
| May 31, 2020 | 74.55% |
| April 30, 2020 | 74.55% |
| March 31, 2020 | 74.55% |
| February 29, 2020 | 69.82% |
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
69.82%
Minimum
Apr 2019
96.38%
Maximum
Oct 2022
83.73%
Average
84.01%
Median
Max Drawdown (5Y) Benchmarks
| Bilibili Inc | 94.30% |
| PLDT Inc | 67.43% |
| TuanChe Ltd | 99.61% |
| 36KR Holdings Inc | -- |
| Able View Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.23 |
| Beta (5Y) | 0.5899 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.89% |
| Historical Sharpe Ratio (5Y) | -0.4589 |
| Historical Sortino (5Y) | -1.012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.39% |