Hello Group Inc (MOMO)
5.60
-0.08
(-1.41%)
USD |
NASDAQ |
Apr 19, 16:00
5.60
0.00 (0.00%)
After-Hours: 20:00
Hello Group Max Drawdown (5Y): 90.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 67.27% |
| July 31, 2020 | 67.27% |
| June 30, 2020 | 67.27% |
| May 31, 2020 | 62.69% |
| April 30, 2020 | 62.29% |
| March 31, 2020 | 62.29% |
| February 29, 2020 | 60.81% |
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
Apr 2019
90.36%
Maximum
Apr 2022
78.37%
Average
79.05%
Median
Max Drawdown (5Y) Benchmarks
| Weibo Corp | 92.34% |
| Xunlei Ltd | 95.79% |
| iQIYI Inc | 95.45% |
| WiMi Hologram Cloud Inc | -- |
| Cheer Holding Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.11 |
| Beta (5Y) | 0.6823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.05% |
| Historical Sharpe Ratio (5Y) | -0.5031 |
| Historical Sortino (5Y) | -0.8863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.26% |