MOGU Inc (MOGU)
1.85
-0.08
(-4.15%)
USD |
NYSE |
Apr 26, 16:00
1.83
-0.02
(-1.08%)
After-Hours: 20:00
MOGU Max Drawdown (5Y): 99.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.50% |
| February 29, 2024 | 99.50% |
| January 31, 2024 | 99.50% |
| December 31, 2023 | 99.50% |
| November 30, 2023 | 99.50% |
| October 31, 2023 | 99.50% |
| September 30, 2023 | 99.50% |
| August 31, 2023 | 99.50% |
| July 31, 2023 | 99.50% |
| June 30, 2023 | 99.50% |
| May 31, 2023 | 99.50% |
| April 30, 2023 | 99.50% |
| March 31, 2023 | 99.50% |
| February 28, 2023 | 99.50% |
| January 31, 2023 | 99.50% |
| December 31, 2022 | 99.50% |
| November 30, 2022 | 99.50% |
| October 31, 2022 | 99.50% |
| September 30, 2022 | 99.50% |
| August 31, 2022 | 99.50% |
| July 31, 2022 | 99.50% |
| June 30, 2022 | 99.50% |
| May 31, 2022 | 99.50% |
| April 30, 2022 | 99.17% |
| March 31, 2022 | 98.96% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.83% |
| January 31, 2022 | 98.83% |
| December 31, 2021 | 98.46% |
| November 30, 2021 | 97.18% |
| October 31, 2021 | 96.26% |
| September 30, 2021 | 96.26% |
| August 31, 2021 | 96.26% |
| July 31, 2021 | 96.09% |
| June 30, 2021 | 96.09% |
| May 31, 2021 | 96.09% |
| April 30, 2021 | 96.09% |
| March 31, 2021 | 96.09% |
| February 28, 2021 | 96.09% |
| January 31, 2021 | 96.09% |
| December 31, 2020 | 96.09% |
| November 30, 2020 | 96.09% |
| October 31, 2020 | 96.09% |
| September 30, 2020 | 96.09% |
| August 31, 2020 | 96.09% |
| July 31, 2020 | 96.09% |
| June 30, 2020 | 96.09% |
| May 31, 2020 | 96.09% |
| April 30, 2020 | 96.09% |
| March 31, 2020 | 95.85% |
| February 29, 2020 | 92.45% |
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
67.47%
Minimum
Apr 2019
99.50%
Maximum
May 2022
96.17%
Average
96.26%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Secoo Holding Ltd | 99.72% |
| NIO Inc | 92.84% |
| Tuniu Corp | 96.04% |
| Uxin Ltd | 99.62% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -67.23 |
| Beta (5Y) | 0.4864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.78% |
| Historical Sharpe Ratio (5Y) | -0.7181 |
| Historical Sortino (5Y) | -1.340 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.47% |