JD.com Inc (JD)
39.95
-0.49
(-1.21%)
USD |
NASDAQ |
Nov 04, 13:11
JD.com Max Drawdown (5Y): 79.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.15% |
| September 30, 2024 | 79.15% |
| August 31, 2024 | 79.15% |
| July 31, 2024 | 79.15% |
| June 30, 2024 | 79.15% |
| May 31, 2024 | 79.15% |
| April 30, 2024 | 79.15% |
| March 31, 2024 | 79.15% |
| February 29, 2024 | 78.93% |
| January 31, 2024 | 78.93% |
| December 31, 2023 | 76.29% |
| November 30, 2023 | 76.29% |
| October 31, 2023 | 76.29% |
| September 30, 2023 | 72.23% |
| August 31, 2023 | 68.78% |
| July 31, 2023 | 68.78% |
| June 30, 2023 | 68.78% |
| May 31, 2023 | 68.78% |
| April 30, 2023 | 67.22% |
| March 31, 2023 | 64.88% |
| February 28, 2023 | 64.88% |
| January 31, 2023 | 64.88% |
| December 31, 2022 | 64.88% |
| November 30, 2022 | 64.88% |
| October 31, 2022 | 64.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.84% |
| August 31, 2022 | 61.84% |
| July 31, 2022 | 61.84% |
| June 30, 2022 | 61.84% |
| May 31, 2022 | 61.84% |
| April 30, 2022 | 61.84% |
| March 31, 2022 | 61.84% |
| February 28, 2022 | 61.84% |
| January 31, 2022 | 61.84% |
| December 31, 2021 | 61.84% |
| November 30, 2021 | 61.84% |
| October 31, 2021 | 61.84% |
| September 30, 2021 | 61.84% |
| August 31, 2021 | 61.84% |
| July 31, 2021 | 61.84% |
| June 30, 2021 | 61.84% |
| May 31, 2021 | 61.84% |
| April 30, 2021 | 61.84% |
| March 31, 2021 | 61.84% |
| February 28, 2021 | 61.84% |
| January 31, 2021 | 61.84% |
| December 31, 2020 | 61.84% |
| November 30, 2020 | 61.84% |
| October 31, 2020 | 61.84% |
| September 30, 2020 | 61.84% |
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
61.84%
Minimum
Nov 2019
79.15%
Maximum
Mar 2024
66.47%
Average
61.84%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| NIO Inc | 94.16% |
| XPeng Inc | -- |
| Alibaba Group Holding Ltd | 80.09% |
| PDD Holdings Inc | 87.41% |
| Dada Nexus Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7551 |
| Beta (5Y) | 0.4088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.71% |
| Historical Sharpe Ratio (5Y) | 0.0874 |
| Historical Sortino (5Y) | 0.1865 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |