MOGU Inc (MOGU)

2.49 +0.13 (+5.51%) USD  |  NYSE  |  Dec 20, 16:00
2.43 -0.06 (-2.41%) Pre-Market: 07:16
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MOGU Max Drawdown (5Y): 99.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Cango Inc 88.91%
Baozun Inc 96.42%
Uxin Ltd 99.73%
NIO Inc 94.16%
Boqii Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -48.98
Beta (5Y) 0.6299
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 82.86%
Historical Sharpe Ratio (5Y) -0.4895
Historical Sortino (5Y) -0.9403
Monthly Value at Risk (VaR) 5% (5Y Lookback) 35.15%