Aurora Mobile Ltd (JG)
10.06
-0.40
(-3.82%)
USD |
NASDAQ |
Mar 28, 16:00
10.38
+0.32
(+3.18%)
After-Hours: 20:00
Aurora Mobile Max Drawdown (5Y): 98.99% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| Infosys Ltd | 42.32% |
| Wipro Ltd | 55.94% |
| Canaan Inc | 97.93% |
| Xunlei Ltd | 96.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.79 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.19% |
| Historical Sharpe Ratio (5Y) | -0.3062 |
| Historical Sortino (5Y) | -0.8832 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |