JinkoSolar Holding Co Ltd (JKS)
21.67
-0.74
(-3.30%)
USD |
NYSE |
Nov 21, 16:00
21.67
0.00 (0.00%)
After-Hours: 19:33
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 | 73.16% |
| November 30, 2023 | 74.22% |
| October 31, 2023 | 77.26% |
| September 30, 2023 | 80.30% |
| August 31, 2023 | 80.30% |
| 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
Jan 2024
80.30%
Maximum
Nov 2019
79.14%
Average
80.30%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Daqo New Energy Corp | 88.69% |
| Infosys Ltd | 42.32% |
| Aurora Mobile Ltd | -- |
| Wipro Ltd | 55.94% |
| 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% |