Aurora Mobile Ltd (JG)
7.01
-1.21
(-14.72%)
USD |
NASDAQ |
Nov 22, 16:00
6.81
-0.20
(-2.85%)
Pre-Market: 20:00
Aurora Mobile 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
| Infosys Ltd | 42.32% |
| JinkoSolar Holding Co Ltd | 77.83% |
| VNET Group Inc | 96.67% |
| Wipro Ltd | 55.94% |
| Kingsoft Cloud Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.18 |
| Beta (5Y) | 1.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.32% |
| Historical Sharpe Ratio (5Y) | -0.47 |
| Historical Sortino (5Y) | -1.239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.92% |