MOGU Inc (MOGU)
2.13
+0.09
(+4.46%)
USD |
NYSE |
Nov 21, 16:00
2.12
-0.01
(-0.47%)
Pre-Market: 20:00
MOGU 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Cango Inc | -- |
| Baozun Inc | 96.42% |
| Uxin Ltd | -- |
| Boqii Holding Ltd | -- |
| NIO Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.23 |
| Beta (5Y) | 0.5912 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.27% |
| Historical Sharpe Ratio (5Y) | -0.5116 |
| Historical Sortino (5Y) | -0.9849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.15% |