The9 Ltd (NCTY)
6.92
+0.18
(+2.67%)
USD |
NASDAQ |
Apr 26, 16:00
6.91
-0.01
(-0.14%)
After-Hours: 20:00
The9 Max Drawdown (5Y): 99.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.57% |
| February 29, 2024 | 99.57% |
| January 31, 2024 | 99.57% |
| December 31, 2023 | 99.57% |
| November 30, 2023 | 99.57% |
| October 31, 2023 | 99.57% |
| September 30, 2023 | 99.44% |
| August 31, 2023 | 99.44% |
| July 31, 2023 | 99.44% |
| June 30, 2023 | 99.44% |
| May 31, 2023 | 99.44% |
| April 30, 2023 | 99.44% |
| March 31, 2023 | 99.44% |
| February 28, 2023 | 99.44% |
| January 31, 2023 | 99.44% |
| December 31, 2022 | 99.44% |
| November 30, 2022 | 99.17% |
| October 31, 2022 | 99.13% |
| September 30, 2022 | 98.89% |
| August 31, 2022 | 98.55% |
| July 31, 2022 | 98.54% |
| June 30, 2022 | 98.54% |
| May 31, 2022 | 98.49% |
| April 30, 2022 | 97.96% |
| March 31, 2022 | 97.96% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.96% |
| January 31, 2022 | 97.96% |
| December 31, 2021 | 97.96% |
| November 30, 2021 | 97.96% |
| October 31, 2021 | 97.96% |
| September 30, 2021 | 97.96% |
| August 31, 2021 | 97.96% |
| July 31, 2021 | 97.96% |
| June 30, 2021 | 97.96% |
| May 31, 2021 | 97.96% |
| April 30, 2021 | 97.96% |
| March 31, 2021 | 97.96% |
| February 28, 2021 | 97.96% |
| January 31, 2021 | 97.96% |
| December 31, 2020 | 97.96% |
| November 30, 2020 | 97.96% |
| October 31, 2020 | 97.96% |
| September 30, 2020 | 97.34% |
| August 31, 2020 | 97.10% |
| July 31, 2020 | 97.10% |
| June 30, 2020 | 97.10% |
| May 31, 2020 | 97.10% |
| April 30, 2020 | 97.10% |
| March 31, 2020 | 97.10% |
| February 29, 2020 | 94.41% |
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
93.29%
Minimum
Apr 2019
99.57%
Maximum
Oct 2023
97.53%
Average
97.96%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| CNFinance Holdings Ltd | 82.24% |
| Dunxin Financial Holdings Ltd | 99.32% |
| LexinFintech Holdings Ltd | 93.19% |
| UP Fintech Holding Ltd | 93.65% |
| Fanhua Inc | 83.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.16 |
| Beta (5Y) | 1.887 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 238.5% |
| Historical Sharpe Ratio (5Y) | -0.2119 |
| Historical Sortino (5Y) | -1.015 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.26% |