Meituan (MPNGF)
12.21
0.00 (0.00%)
USD |
OTCM |
Apr 19, 15:33
Meituan Max Drawdown (5Y): 86.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.25% |
| February 29, 2024 | 86.25% |
| January 31, 2024 | 85.99% |
| December 31, 2023 | 83.07% |
| November 30, 2023 | 80.18% |
| October 31, 2023 | 76.92% |
| September 30, 2023 | 76.92% |
| August 31, 2023 | 76.92% |
| July 31, 2023 | 76.92% |
| June 30, 2023 | 76.92% |
| May 31, 2023 | 76.92% |
| April 30, 2023 | 76.92% |
| March 31, 2023 | 76.92% |
| February 28, 2023 | 76.92% |
| January 31, 2023 | 76.92% |
| December 31, 2022 | 76.92% |
| November 30, 2022 | 76.92% |
| October 31, 2022 | 76.92% |
| September 30, 2022 | 76.92% |
| August 31, 2022 | 76.92% |
| July 31, 2022 | 76.92% |
| June 30, 2022 | 76.92% |
| May 31, 2022 | 76.92% |
| April 30, 2022 | 76.92% |
| March 31, 2022 | 76.92% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.45% |
| January 31, 2022 | 56.56% |
| December 31, 2021 | 56.14% |
| November 30, 2021 | 56.14% |
| October 31, 2021 | 56.14% |
| September 30, 2021 | 56.14% |
| August 31, 2021 | 56.14% |
| July 31, 2021 | 55.18% |
| June 30, 2021 | 54.63% |
| May 31, 2021 | 54.63% |
| April 30, 2021 | 54.63% |
| March 31, 2021 | 54.63% |
| February 28, 2021 | 54.63% |
| January 31, 2021 | 54.63% |
| December 31, 2020 | 54.63% |
| November 30, 2020 | 54.63% |
| October 31, 2020 | 54.63% |
| September 30, 2020 | 54.63% |
| August 31, 2020 | 54.63% |
| July 31, 2020 | 54.63% |
| June 30, 2020 | 54.63% |
| May 31, 2020 | 54.63% |
| April 30, 2020 | 54.63% |
| March 31, 2020 | 54.63% |
| February 29, 2020 | 54.63% |
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
24.00%
Minimum
Apr 2019
86.25%
Maximum
Feb 2024
64.29%
Average
56.14%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| JD.com Inc | 79.15% |
| Li Auto Inc | -- |
| NIO Inc | 92.84% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.605 |
| Beta (5Y) | 0.4443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.61% |
| Historical Sharpe Ratio (5Y) | 0.1838 |
| Historical Sortino (5Y) | 0.3565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.60% |