Hello Group Inc (MOMO)
6.72
+0.02
(+0.30%)
USD |
NASDAQ |
Nov 14, 16:00
6.72
0.00 (0.00%)
After-Hours: 20:00
Hello Group Max Drawdown (5Y): 90.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 90.36% |
September 30, 2024 | 90.36% |
August 31, 2024 | 90.36% |
July 31, 2024 | 90.36% |
June 30, 2024 | 90.36% |
May 31, 2024 | 90.36% |
April 30, 2024 | 90.36% |
March 31, 2024 | 90.36% |
February 29, 2024 | 90.36% |
January 31, 2024 | 90.36% |
December 31, 2023 | 90.36% |
November 30, 2023 | 90.36% |
October 31, 2023 | 90.36% |
September 30, 2023 | 90.36% |
August 31, 2023 | 90.36% |
July 31, 2023 | 90.36% |
June 30, 2023 | 90.36% |
May 31, 2023 | 90.36% |
April 30, 2023 | 90.36% |
March 31, 2023 | 90.36% |
February 28, 2023 | 90.36% |
January 31, 2023 | 90.36% |
December 31, 2022 | 90.36% |
November 30, 2022 | 90.36% |
October 31, 2022 | 90.36% |
Date | Value |
---|---|
September 30, 2022 | 90.36% |
August 31, 2022 | 90.36% |
July 31, 2022 | 90.36% |
June 30, 2022 | 90.36% |
May 31, 2022 | 90.36% |
April 30, 2022 | 90.36% |
March 31, 2022 | 90.24% |
February 28, 2022 | 83.32% |
January 31, 2022 | 83.32% |
December 31, 2021 | 83.32% |
November 30, 2021 | 79.34% |
October 31, 2021 | 79.34% |
September 30, 2021 | 78.77% |
August 31, 2021 | 77.24% |
July 31, 2021 | 76.72% |
June 30, 2021 | 74.89% |
May 31, 2021 | 74.89% |
April 30, 2021 | 74.89% |
March 31, 2021 | 74.89% |
February 28, 2021 | 74.89% |
January 31, 2021 | 74.89% |
December 31, 2020 | 74.89% |
November 30, 2020 | 73.35% |
October 31, 2020 | 73.35% |
September 30, 2020 | 73.35% |
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
60.81%
Minimum
Nov 2019
90.36%
Maximum
Apr 2022
81.82%
Average
90.36%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Autohome Inc | 84.30% |
Tencent Music Entertainment Group | 90.19% |
AirNet Technology Inc | 98.99% |
ZW Data Action Technologies Inc | 98.58% |
WiMi Hologram Cloud Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.30 |
Beta (5Y) | 0.5349 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.27% |
Historical Sharpe Ratio (5Y) | -0.4232 |
Historical Sortino (5Y) | -0.7329 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.26% |