JD.com, Inc. (JDCMF)
12.20
-1.05
(-7.95%)
USD |
OTCM |
Oct 05, 16:00
JD.com Max Drawdown (5Y) : 78.88% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 78.88% |
| August 31, 2026 | 78.88% |
| July 31, 2026 | 78.88% |
| June 30, 2026 | 78.88% |
| May 31, 2026 | 78.88% |
| April 30, 2026 | 78.88% |
| March 31, 2026 | 78.88% |
| February 28, 2026 | 78.88% |
| January 31, 2026 | 78.88% |
| December 31, 2025 | 78.88% |
| November 30, 2025 | 78.88% |
| October 31, 2025 | 78.88% |
| September 30, 2025 | 78.88% |
| August 31, 2025 | 78.88% |
| July 31, 2025 | 78.88% |
| June 30, 2025 | 78.88% |
| May 31, 2025 | 78.88% |
| April 30, 2025 | 78.88% |
| March 31, 2025 | 78.88% |
| February 28, 2025 | 78.88% |
| January 31, 2025 | 78.88% |
| December 31, 2024 | 78.88% |
| November 30, 2024 | 78.88% |
| October 31, 2024 | 78.88% |
| September 30, 2024 | 78.88% |
| Date | Value |
|---|---|
| August 31, 2024 | 78.88% |
| July 31, 2024 | 78.88% |
| June 30, 2024 | 78.88% |
| May 31, 2024 | 78.88% |
| April 30, 2024 | 78.88% |
| March 31, 2024 | 78.88% |
| February 29, 2024 | 78.36% |
| January 31, 2024 | 78.36% |
| December 31, 2023 | 75.07% |
| November 30, 2023 | 75.07% |
| October 31, 2023 | 75.07% |
| September 30, 2023 | 70.22% |
| August 31, 2023 | 67.27% |
| July 31, 2023 | 67.27% |
| June 30, 2023 | 67.27% |
| May 31, 2023 | 67.27% |
| April 30, 2023 | 65.51% |
| March 31, 2023 | 62.90% |
| February 28, 2023 | 62.90% |
| January 31, 2023 | 62.90% |
| December 31, 2022 | 62.90% |
| November 30, 2022 | 62.90% |
| October 31, 2022 | 62.90% |
| September 30, 2022 | 57.85% |
| August 31, 2022 | 57.85% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Vipshop Holdings Ltd. | 86.75% |
| Amazon.com, Inc. | 56.15% |
| Parkson Retail Group Ltd. | 89.99% |
| Ryohin Keikaku Co., Ltd. | 78.33% |
| Alibaba Group Holding Ltd. | 80.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.81 |
| Beta (5Y) | 0.5752 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.86% |
| Historical Sharpe Ratio (5Y) | -0.3868 |
| Historical Sortino (5Y) | -0.8288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.01% |