9F Inc (JFU)
1.58
-0.03
(-1.86%)
USD |
NASDAQ |
Nov 05, 11:45
9F Max Drawdown (5Y): 99.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.43% |
| September 30, 2024 | 99.43% |
| August 31, 2024 | 99.43% |
| July 31, 2024 | 99.43% |
| June 30, 2024 | 99.43% |
| May 31, 2024 | 99.43% |
| April 30, 2024 | 99.43% |
| March 31, 2024 | 99.43% |
| February 29, 2024 | 99.43% |
| January 31, 2024 | 99.43% |
| December 31, 2023 | 99.43% |
| November 30, 2023 | 99.43% |
| October 31, 2023 | 99.43% |
| September 30, 2023 | 99.43% |
| August 31, 2023 | 99.43% |
| July 31, 2023 | 99.43% |
| June 30, 2023 | 99.43% |
| May 31, 2023 | 99.43% |
| April 30, 2023 | 99.43% |
| March 31, 2023 | 99.42% |
| February 28, 2023 | 99.21% |
| January 31, 2023 | 98.76% |
| December 31, 2022 | 98.76% |
| November 30, 2022 | 98.58% |
| October 31, 2022 | 98.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.34% |
| August 31, 2022 | 97.08% |
| July 31, 2022 | 94.91% |
| June 30, 2022 | 94.91% |
| May 31, 2022 | 94.46% |
| April 30, 2022 | 94.46% |
| March 31, 2022 | 94.46% |
| February 28, 2022 | 93.98% |
| January 31, 2022 | 93.98% |
| December 31, 2021 | 93.98% |
| November 30, 2021 | 93.98% |
| October 31, 2021 | 93.98% |
| September 30, 2021 | 93.98% |
| August 31, 2021 | 93.98% |
| July 31, 2021 | 93.98% |
| June 30, 2021 | 93.98% |
| May 31, 2021 | 93.98% |
| April 30, 2021 | 93.98% |
| March 31, 2021 | 93.98% |
| February 28, 2021 | 93.98% |
| January 31, 2021 | 93.98% |
| December 31, 2020 | 93.98% |
| November 30, 2020 | 93.98% |
| October 31, 2020 | 93.98% |
| September 30, 2020 | 93.98% |
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
25.77%
Minimum
Nov 2019
99.43%
Maximum
Apr 2023
89.50%
Average
94.46%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Baijiayun Group Ltd | 96.59% |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| Global Mofy AI Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.24 |
| Beta (5Y) | 0.4491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.5% |
| Historical Sharpe Ratio (5Y) | -0.6204 |
| Historical Sortino (5Y) | -1.264 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.99% |