iQIYI Inc (IQ)
4.99
+0.17
(+3.53%)
USD |
NASDAQ |
Apr 26, 16:00
4.97
-0.02
(-0.40%)
After-Hours: 20:00
iQIYI Max Drawdown (5Y): 95.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 66.52% |
| July 31, 2020 | 66.52% |
| June 30, 2020 | 66.52% |
| May 31, 2020 | 66.52% |
| April 30, 2020 | 66.52% |
| March 31, 2020 | 66.52% |
| February 29, 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
Apr 2019
95.45%
Maximum
Oct 2022
81.30%
Average
83.04%
Median
Max Drawdown (5Y) Benchmarks
| Baidu Inc | 77.47% |
| NetEase Inc | 57.32% |
| Phoenix New Media Ltd | 92.60% |
| Bilibili Inc | 94.30% |
| 36KR Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.85 |
| Beta (5Y) | 0.2733 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.58% |
| Historical Sharpe Ratio (5Y) | -0.4194 |
| Historical Sortino (5Y) | -0.8246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.88% |