Kaixin Holdings (KXIN)
3.95
+0.13
(+3.40%)
USD |
NASDAQ |
Nov 05, 10:24
Kaixin Holdings Max Drawdown (5Y): 99.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.95% |
| September 30, 2024 | 99.95% |
| August 31, 2024 | 99.95% |
| July 31, 2024 | 99.92% |
| June 30, 2024 | 99.92% |
| May 31, 2024 | 99.92% |
| April 30, 2024 | 99.92% |
| March 31, 2024 | 99.87% |
| February 29, 2024 | 99.86% |
| January 31, 2024 | 99.82% |
| December 31, 2023 | 99.47% |
| November 30, 2023 | 99.36% |
| October 31, 2023 | 99.36% |
| September 30, 2023 | 98.93% |
| August 31, 2023 | 98.27% |
| July 31, 2023 | 97.73% |
| June 30, 2023 | 97.73% |
| May 31, 2023 | 97.73% |
| April 30, 2023 | 97.45% |
| March 31, 2023 | 97.45% |
| February 28, 2023 | 97.33% |
| January 31, 2023 | 97.33% |
| December 31, 2022 | 97.33% |
| November 30, 2022 | 96.25% |
| October 31, 2022 | 96.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.25% |
| August 31, 2022 | 96.25% |
| July 31, 2022 | 96.25% |
| June 30, 2022 | 96.25% |
| May 31, 2022 | 96.25% |
| April 30, 2022 | 96.25% |
| March 31, 2022 | 96.25% |
| February 28, 2022 | 96.25% |
| January 31, 2022 | 96.25% |
| December 31, 2021 | 96.25% |
| November 30, 2021 | 96.25% |
| October 31, 2021 | 96.25% |
| September 30, 2021 | 96.25% |
| August 31, 2021 | 96.25% |
| July 31, 2021 | 96.25% |
| June 30, 2021 | 96.25% |
| May 31, 2021 | 96.25% |
| April 30, 2021 | 96.25% |
| March 31, 2021 | 96.25% |
| February 28, 2021 | 96.25% |
| January 31, 2021 | 96.25% |
| December 31, 2020 | 96.25% |
| November 30, 2020 | 96.25% |
| October 31, 2020 | 96.25% |
| September 30, 2020 | 96.25% |
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
88.36%
Minimum
Nov 2019
99.95%
Maximum
Sep 2024
96.75%
Average
96.25%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Kandi Technologies Group Inc | 91.33% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.70 |
| Beta (5Y) | 0.1638 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 356.5% |
| Historical Sharpe Ratio (5Y) | -0.198 |
| Historical Sortino (5Y) | -1.276 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.38% |