iQIYI Inc (IQ)
2.585
+0.12
(+5.08%)
USD |
NASDAQ |
Nov 05, 16:00
2.58
0.00 (0.00%)
After-Hours: 19:00
iQIYI Max Drawdown (5Y): 95.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.45% |
| September 30, 2024 | 95.45% |
| August 31, 2024 | 95.45% |
| July 31, 2024 | 95.45% |
| June 30, 2024 | 95.45% |
| May 31, 2024 | 95.45% |
| April 30, 2024 | 95.45% |
| March 31, 2024 | 95.45% |
| February 29, 2024 | 95.45% |
| January 31, 2024 | 95.45% |
| December 31, 2023 | 95.45% |
| November 30, 2023 | 95.45% |
| October 31, 2023 | 95.45% |
| September 30, 2023 | 95.45% |
| August 31, 2023 | 95.45% |
| July 31, 2023 | 95.45% |
| June 30, 2023 | 95.45% |
| May 31, 2023 | 95.45% |
| April 30, 2023 | 95.45% |
| March 31, 2023 | 95.45% |
| February 28, 2023 | 95.45% |
| January 31, 2023 | 95.45% |
| December 31, 2022 | 95.45% |
| November 30, 2022 | 95.45% |
| October 31, 2022 | 95.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.23% |
| August 31, 2022 | 95.23% |
| July 31, 2022 | 95.23% |
| June 30, 2022 | 95.23% |
| May 31, 2022 | 95.23% |
| April 30, 2022 | 95.23% |
| March 31, 2022 | 95.23% |
| February 28, 2022 | 92.26% |
| January 31, 2022 | 92.26% |
| December 31, 2021 | 90.88% |
| November 30, 2021 | 85.88% |
| October 31, 2021 | 83.57% |
| September 30, 2021 | 82.51% |
| August 31, 2021 | 81.45% |
| July 31, 2021 | 75.75% |
| June 30, 2021 | 72.13% |
| May 31, 2021 | 72.13% |
| April 30, 2021 | 67.99% |
| March 31, 2021 | 66.52% |
| February 28, 2021 | 66.52% |
| January 31, 2021 | 66.52% |
| December 31, 2020 | 66.52% |
| November 30, 2020 | 66.52% |
| October 31, 2020 | 66.52% |
| September 30, 2020 | 66.52% |
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
66.52%
Minimum
Nov 2019
95.45%
Maximum
Oct 2022
84.67%
Average
95.23%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| TuanChe Ltd | 99.61% |
| NetEase Inc | 57.32% |
| Bilibili Inc | 94.30% |
| Sify Technologies Ltd | 94.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.97 |
| Beta (5Y) | 0.0781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.85% |
| Historical Sharpe Ratio (5Y) | -0.4362 |
| Historical Sortino (5Y) | -0.8804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.07% |