LexinFintech Holdings Ltd (LX)
1.79
+0.11
(+6.55%)
USD |
NASDAQ |
May 02, 16:00
1.79
0.00 (0.00%)
After-Hours: 16:33
LexinFintech Holdings Max Drawdown (5Y): 93.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.19% |
March 31, 2024 | 93.19% |
February 29, 2024 | 93.19% |
January 31, 2024 | 93.19% |
December 31, 2023 | 93.19% |
November 30, 2023 | 93.19% |
October 31, 2023 | 93.19% |
September 30, 2023 | 93.19% |
August 31, 2023 | 93.19% |
July 31, 2023 | 93.19% |
June 30, 2023 | 93.19% |
May 31, 2023 | 93.19% |
April 30, 2023 | 93.19% |
March 31, 2023 | 93.19% |
February 28, 2023 | 93.19% |
January 31, 2023 | 93.19% |
December 31, 2022 | 93.19% |
November 30, 2022 | 93.19% |
October 31, 2022 | 92.88% |
September 30, 2022 | 91.30% |
August 31, 2022 | 90.52% |
July 31, 2022 | 90.52% |
June 30, 2022 | 90.52% |
May 31, 2022 | 89.42% |
April 30, 2022 | 89.00% |
Date | Value |
---|---|
March 31, 2022 | 89.00% |
February 28, 2022 | 84.44% |
January 31, 2022 | 84.44% |
December 31, 2021 | 82.29% |
November 30, 2021 | 78.00% |
October 31, 2021 | 72.03% |
September 30, 2021 | 70.35% |
August 31, 2021 | 68.05% |
July 31, 2021 | 68.05% |
June 30, 2021 | 68.05% |
May 31, 2021 | 68.05% |
April 30, 2021 | 68.05% |
March 31, 2021 | 68.05% |
February 28, 2021 | 68.05% |
January 31, 2021 | 68.05% |
December 31, 2020 | 68.05% |
November 30, 2020 | 68.05% |
October 31, 2020 | 68.05% |
September 30, 2020 | 68.05% |
August 31, 2020 | 65.32% |
July 31, 2020 | 65.32% |
June 30, 2020 | 65.32% |
May 31, 2020 | 65.32% |
April 30, 2020 | 65.32% |
March 31, 2020 | 65.32% |
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
65.32%
Minimum
May 2019
93.19%
Maximum
Nov 2022
78.90%
Average
75.01%
Median
Max Drawdown (5Y) Benchmarks
The9 Ltd | 99.57% |
Qifu Technology Inc | 76.71% |
UP Fintech Holding Ltd | 93.65% |
Lufax Holding Ltd | -- |
Dunxin Financial Holdings Ltd | 99.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.41 |
Beta (5Y) | 0.5465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.74% |
Historical Sharpe Ratio (5Y) | -0.4592 |
Historical Sortino (5Y) | -1.139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.49% |