Aurora Mobile Ltd (JG)
3.05
-0.05
(-1.61%)
USD |
NASDAQ |
May 03, 12:13
Aurora Mobile Max Drawdown (5Y): 98.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.96% |
| March 31, 2024 | 98.96% |
| February 29, 2024 | 98.96% |
| January 31, 2024 | 98.96% |
| December 31, 2023 | 98.96% |
| November 30, 2023 | 98.88% |
| October 31, 2023 | 98.88% |
| September 30, 2023 | 98.59% |
| August 31, 2023 | 98.09% |
| July 31, 2023 | 98.04% |
| June 30, 2023 | 98.04% |
| May 31, 2023 | 97.37% |
| April 30, 2023 | 96.51% |
| March 31, 2023 | 94.90% |
| February 28, 2023 | 94.37% |
| January 31, 2023 | 94.37% |
| December 31, 2022 | 94.37% |
| November 30, 2022 | 93.21% |
| October 31, 2022 | 93.21% |
| September 30, 2022 | 93.21% |
| August 31, 2022 | 93.21% |
| July 31, 2022 | 93.21% |
| June 30, 2022 | 93.21% |
| May 31, 2022 | 93.21% |
| April 30, 2022 | 93.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.21% |
| February 28, 2022 | 93.07% |
| January 31, 2022 | 93.07% |
| December 31, 2021 | 91.30% |
| November 30, 2021 | 87.69% |
| October 31, 2021 | 87.25% |
| September 30, 2021 | 87.25% |
| August 31, 2021 | 87.25% |
| July 31, 2021 | 87.25% |
| June 30, 2021 | 87.25% |
| May 31, 2021 | 87.25% |
| April 30, 2021 | 87.25% |
| March 31, 2021 | 87.25% |
| February 28, 2021 | 87.25% |
| January 31, 2021 | 87.25% |
| December 31, 2020 | 87.25% |
| November 30, 2020 | 87.25% |
| October 31, 2020 | 87.25% |
| September 30, 2020 | 87.16% |
| August 31, 2020 | 87.16% |
| July 31, 2020 | 87.16% |
| June 30, 2020 | 87.16% |
| May 31, 2020 | 86.81% |
| April 30, 2020 | 86.81% |
| March 31, 2020 | 86.81% |
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
49.87%
Minimum
May 2019
98.96%
Maximum
Dec 2023
88.43%
Average
87.47%
Median
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| Baijiayun Group Ltd | 95.51% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -67.75 |
| Beta (5Y) | 0.96 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.56% |
| Historical Sharpe Ratio (5Y) | -0.6996 |
| Historical Sortino (5Y) | -1.537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.05% |