JinkoSolar Holding Co Ltd (JKS)
27.84
+0.47
(+1.72%)
USD |
NYSE |
Nov 04, 16:00
27.84
0.00 (0.00%)
After-Hours: 20:00
JinkoSolar Max Drawdown (5Y): 77.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.83% |
September 30, 2024 | 77.83% |
August 31, 2024 | 77.62% |
July 31, 2024 | 76.01% |
June 30, 2024 | 76.01% |
May 31, 2024 | 74.32% |
April 30, 2024 | 74.32% |
March 31, 2024 | 73.59% |
February 29, 2024 | 71.66% |
January 31, 2024 | 70.43% |
December 31, 2023 | 70.43% |
November 30, 2023 | 70.43% |
October 31, 2023 | 72.17% |
September 30, 2023 | 74.06% |
August 31, 2023 | 77.12% |
July 31, 2023 | 80.30% |
June 30, 2023 | 80.30% |
May 31, 2023 | 80.30% |
April 30, 2023 | 80.30% |
March 31, 2023 | 80.30% |
February 28, 2023 | 80.30% |
January 31, 2023 | 80.30% |
December 31, 2022 | 80.30% |
November 30, 2022 | 80.30% |
October 31, 2022 | 80.30% |
Date | Value |
---|---|
September 30, 2022 | 80.30% |
August 31, 2022 | 80.30% |
July 31, 2022 | 80.30% |
June 30, 2022 | 80.30% |
May 31, 2022 | 80.30% |
April 30, 2022 | 80.30% |
March 31, 2022 | 80.30% |
February 28, 2022 | 80.30% |
January 31, 2022 | 80.30% |
December 31, 2021 | 80.30% |
November 30, 2021 | 80.30% |
October 31, 2021 | 80.30% |
September 30, 2021 | 80.30% |
August 31, 2021 | 80.30% |
July 31, 2021 | 80.30% |
June 30, 2021 | 80.30% |
May 31, 2021 | 80.30% |
April 30, 2021 | 80.30% |
March 31, 2021 | 80.30% |
February 28, 2021 | 80.30% |
January 31, 2021 | 80.30% |
December 31, 2020 | 80.30% |
November 30, 2020 | 80.30% |
October 31, 2020 | 80.30% |
September 30, 2020 | 80.30% |
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
70.43%
Minimum
Nov 2023
80.30%
Maximum
Nov 2019
78.79%
Average
80.30%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Daqo New Energy Corp | 88.69% |
Infosys Ltd | 42.32% |
Wipro Ltd | 55.94% |
Aurora Mobile Ltd | 98.96% |
VNET Group Inc | 96.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.625 |
Beta (5Y) | 0.4376 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.03% |
Historical Sharpe Ratio (5Y) | 0.1442 |
Historical Sortino (5Y) | 0.4077 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.96% |