9F Inc (JFU)
1.33
+0.05
(+3.91%)
USD |
NASDAQ |
Nov 21, 16:00
1.30
-0.03
(-2.26%)
Pre-Market: 20:00
9F Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| 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% |