LexinFintech Holdings Ltd (LX)
3.44
+0.14
(+4.24%)
USD |
NASDAQ |
Nov 22, 11:48
LexinFintech Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| UP Fintech Holding Ltd | -- |
| Pintec Technology Holdings Ltd | -- |
| CNFinance Holdings Ltd | -- |
| The9 Ltd | 99.57% |
| Qudian Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.59 |
| Beta (5Y) | 0.5287 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.47% |
| Historical Sharpe Ratio (5Y) | -0.2695 |
| Historical Sortino (5Y) | -0.7502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.49% |