9F Inc (JFU)

1.50 -0.02 (-1.46%) USD  |  NASDAQ  |  Dec 20, 16:00
1.53 +0.03 (+2.00%) After-Hours: 20:00
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9F Max Drawdown (5Y): 99.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
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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Max Drawdown (5Y) Benchmarks

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VNET Group Inc 96.67%
GDS Holdings Ltd 95.63%
Jianzhi Education Technology Group Co Ltd --
Global Mofy AI Ltd --
Jiade Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -71.11
Beta (5Y) 0.4488
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 106.1%
Historical Sharpe Ratio (5Y) -0.6138
Historical Sortino (5Y) -1.271
Monthly Value at Risk (VaR) 5% (5Y Lookback) 45.99%