LightInTheBox Holding Co Ltd (LITB)
2.09
+0.03
(+1.46%)
USD |
NYSE |
Nov 22, 16:00
2.09
0.00 (0.00%)
After-Hours: 17:28
LightInTheBox Max Drawdown (5Y): 93.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.42% |
| September 30, 2024 | 92.60% |
| August 31, 2024 | 92.60% |
| July 31, 2024 | 90.59% |
| June 30, 2024 | 90.59% |
| May 31, 2024 | 90.59% |
| April 30, 2024 | 90.42% |
| March 31, 2024 | 90.42% |
| February 29, 2024 | 92.17% |
| January 31, 2024 | 93.72% |
| December 31, 2023 | 93.72% |
| November 30, 2023 | 94.31% |
| October 31, 2023 | 94.31% |
| September 30, 2023 | 94.31% |
| August 31, 2023 | 94.31% |
| July 31, 2023 | 94.31% |
| June 30, 2023 | 94.31% |
| May 31, 2023 | 94.31% |
| April 30, 2023 | 94.31% |
| March 31, 2023 | 94.31% |
| February 28, 2023 | 94.31% |
| January 31, 2023 | 94.31% |
| December 31, 2022 | 94.31% |
| November 30, 2022 | 94.31% |
| October 31, 2022 | 94.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.31% |
| August 31, 2022 | 94.31% |
| July 31, 2022 | 94.31% |
| June 30, 2022 | 94.31% |
| May 31, 2022 | 94.31% |
| April 30, 2022 | 94.31% |
| March 31, 2022 | 94.31% |
| February 28, 2022 | 94.31% |
| January 31, 2022 | 94.31% |
| December 31, 2021 | 94.31% |
| November 30, 2021 | 94.31% |
| October 31, 2021 | 94.31% |
| September 30, 2021 | 94.31% |
| August 31, 2021 | 94.31% |
| July 31, 2021 | 94.31% |
| June 30, 2021 | 94.31% |
| May 31, 2021 | 94.31% |
| April 30, 2021 | 94.31% |
| March 31, 2021 | 94.31% |
| February 28, 2021 | 94.31% |
| January 31, 2021 | 94.31% |
| December 31, 2020 | 94.31% |
| November 30, 2020 | 94.31% |
| October 31, 2020 | 94.31% |
| September 30, 2020 | 94.31% |
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
90.42%
Minimum
Mar 2024
94.31%
Maximum
Nov 2019
93.86%
Average
94.31%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.30 |
| Beta (5Y) | 0.9833 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.20% |
| Historical Sharpe Ratio (5Y) | -0.2336 |
| Historical Sortino (5Y) | -0.549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.93% |