Jiayin Group Inc (JFIN)
6.45
+0.02
(+0.31%)
USD |
NASDAQ |
Nov 05, 16:00
6.45
0.00 (0.00%)
After-Hours: 19:07
Jiayin Group Max Drawdown (5Y): 92.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.53% |
| September 30, 2024 | 92.53% |
| August 31, 2024 | 92.53% |
| July 31, 2024 | 92.53% |
| June 30, 2024 | 92.53% |
| May 31, 2024 | 92.53% |
| April 30, 2024 | 92.53% |
| March 31, 2024 | 92.53% |
| February 29, 2024 | 92.53% |
| January 31, 2024 | 92.53% |
| December 31, 2023 | 92.53% |
| November 30, 2023 | 92.53% |
| October 31, 2023 | 92.53% |
| September 30, 2023 | 92.53% |
| August 31, 2023 | 92.53% |
| July 31, 2023 | 92.53% |
| June 30, 2023 | 92.53% |
| May 31, 2023 | 92.53% |
| April 30, 2023 | 92.53% |
| March 31, 2023 | 92.53% |
| February 28, 2023 | 92.53% |
| January 31, 2023 | 92.53% |
| December 31, 2022 | 92.53% |
| November 30, 2022 | 92.53% |
| October 31, 2022 | 92.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.53% |
| August 31, 2022 | 92.53% |
| July 31, 2022 | 92.53% |
| June 30, 2022 | 92.53% |
| May 31, 2022 | 92.53% |
| April 30, 2022 | 92.45% |
| March 31, 2022 | 92.45% |
| February 28, 2022 | 92.45% |
| January 31, 2022 | 92.45% |
| December 31, 2021 | 92.45% |
| November 30, 2021 | 92.45% |
| October 31, 2021 | 92.45% |
| September 30, 2021 | 92.45% |
| August 31, 2021 | 92.45% |
| July 31, 2021 | 92.45% |
| June 30, 2021 | 92.45% |
| May 31, 2021 | 92.45% |
| April 30, 2021 | 92.45% |
| March 31, 2021 | 92.45% |
| February 28, 2021 | 92.45% |
| January 31, 2021 | 92.45% |
| December 31, 2020 | 92.45% |
| November 30, 2020 | 92.45% |
| October 31, 2020 | 92.45% |
| September 30, 2020 | 92.45% |
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
67.47%
Minimum
Nov 2019
92.53%
Maximum
May 2022
91.64%
Average
92.49%
Median
Max Drawdown (5Y) Benchmarks
| TuanChe Ltd | 99.61% |
| 36KR Holdings Inc | -- |
| Sify Technologies Ltd | 94.34% |
| Bilibili Inc | 94.30% |
| iQIYI Inc | 95.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.86 |
| Beta (5Y) | 0.8712 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.29% |
| Historical Sharpe Ratio (5Y) | -0.0266 |
| Historical Sortino (5Y) | -0.0728 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.88% |