Leju Holdings Ltd (LEJUY)
0.205
0.00 (0.00%)
USD |
OTCM |
Sep 20, 13:32
Leju Holdings Max Drawdown (5Y): 99.52% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 99.52% |
July 31, 2024 | 99.52% |
June 30, 2024 | 99.52% |
May 31, 2024 | 99.52% |
April 30, 2024 | 99.52% |
March 31, 2024 | 97.64% |
February 29, 2024 | 97.64% |
January 31, 2024 | 97.64% |
December 31, 2023 | 97.64% |
November 30, 2023 | 97.64% |
October 31, 2023 | 97.64% |
September 30, 2023 | 97.34% |
August 31, 2023 | 97.34% |
July 31, 2023 | 97.34% |
June 30, 2023 | 97.34% |
May 31, 2023 | 97.34% |
April 30, 2023 | 97.34% |
March 31, 2023 | 97.34% |
February 28, 2023 | 97.04% |
January 31, 2023 | 96.68% |
December 31, 2022 | 96.68% |
November 30, 2022 | 96.68% |
October 31, 2022 | 96.68% |
September 30, 2022 | 95.50% |
August 31, 2022 | 95.38% |
Date | Value |
---|---|
July 31, 2022 | 95.38% |
June 30, 2022 | 94.50% |
May 31, 2022 | 94.50% |
April 30, 2022 | 94.50% |
March 31, 2022 | 94.50% |
February 28, 2022 | 94.50% |
January 31, 2022 | 94.50% |
December 31, 2021 | 94.50% |
November 30, 2021 | 94.50% |
October 31, 2021 | 94.50% |
September 30, 2021 | 94.50% |
August 31, 2021 | 94.50% |
July 31, 2021 | 94.50% |
June 30, 2021 | 94.50% |
May 31, 2021 | 94.50% |
April 30, 2021 | 94.50% |
March 31, 2021 | 94.50% |
February 28, 2021 | 94.50% |
January 31, 2021 | 94.50% |
December 31, 2020 | 94.50% |
November 30, 2020 | 94.50% |
October 31, 2020 | 94.50% |
September 30, 2020 | 94.50% |
August 31, 2020 | 94.50% |
July 31, 2020 | 94.50% |
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
94.50%
Minimum
Sep 2019
99.52%
Maximum
Apr 2024
95.80%
Average
94.50%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -80.38 |
Beta (5Y) | 1.442 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.2% |
Historical Sharpe Ratio (5Y) | -0.5606 |
Historical Sortino (5Y) | -1.176 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.45% |