JD.com Inc (JD)
27.68
+0.44
(+1.63%)
USD |
NASDAQ |
Mar 28, 11:19
JD.com Max Drawdown (5Y): 78.93% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 61.84% |
July 31, 2020 | 61.84% |
June 30, 2020 | 61.84% |
May 31, 2020 | 61.84% |
April 30, 2020 | 61.84% |
March 31, 2020 | 61.84% |
February 29, 2020 | 61.84% |
January 31, 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
Mar 2019
78.93%
Maximum
Jan 2024
64.16%
Average
61.84%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
NIO Inc | 91.44% |
Li Auto Inc | -- |
Dada Nexus Ltd | -- |
Alibaba Group Holding Ltd | 80.09% |
PDD Holdings Inc | 87.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.88 |
Beta (5Y) | 0.5229 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.92% |
Historical Sharpe Ratio (5Y) | -0.1179 |
Historical Sortino (5Y) | -0.2121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |