JD.com Inc (JD)

35.64 -0.27 (-0.75%) USD  |  NASDAQ  |  Dec 20, 16:00
35.89 +0.25 (+0.70%) After-Hours: 20:00
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JD.com Max Drawdown (5Y): 79.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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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Median

Max Drawdown (5Y) Benchmarks

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NIO Inc 94.16%
XPeng Inc --
Trip.com Group Ltd 71.96%
PDD Holdings Inc 87.41%
Dada Nexus Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.264
Beta (5Y) 0.3738
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.81%
Historical Sharpe Ratio (5Y) 0.0334
Historical Sortino (5Y) 0.0719
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.21%